TraditionalBacktester

class swordfish.plugins.backtest.TraditionalBacktester(engine_name, strategy_cls, config, security_reference=None)

参数:

• engine_name (String)

• strategy_cls (Type[T])

• config (Dictionary)

• security_reference (Table)

final append_data(data)

Insert market data to execute a strategy backtest.

参数:

data (_type_) -- A table containing market data as input.

final append_end()

Insert end marker to indicate the end of market data.

property context_dict

Return the logical context.

property universe

Set the symbol pool for the engine.

property config: Dictionary

Return the backtest configuration.