Class Backtest

Back-tests the strategy over a given dataset.

Hierarchy

Backtest

Index

Constructors

constructor

Properties

Accessors

Methods

analyze

Constructors

constructor

new Backtest(dataset: Dataset, strategy: Strategy): Backtest

- Defined in backtest.ts:81
Runs back-test over a dataset for a given strategy that can be analyzed.

Parameters
- dataset: Dataset
  
  Dataset over which strategy should be back-tested.
- strategy: Strategy
  
  Strategy that should be back-tested.
Returns Backtest

Properties

Protected _dataset

_dataset: Dataset

Protected _strategy

_strategy: Strategy

Accessors

dataset

get dataset(): Dataset

- Defined in backtest.ts:111
Returns Dataset

strategy

get strategy(): Strategy

- Defined in backtest.ts:107
Returns Strategy

Methods

analyze

analyze(configuration: BacktestConfiguration): BacktestReport

- Defined in backtest.ts:120
Creates a report with profit and other metrics over a back-tested dataset.

Parameters
- configuration: BacktestConfiguration
  
  BacktestConfiguration with trading quantity and capital.
Returns BacktestReport

BacktestReport.

Generated using TypeDoc