trading.execution.backtester.config

trading.execution.backtester.config

BacktesterConfig

Bases: NamedTuple

Holds the simulation settings for the backtester.

Attributes:

Name	Type	Description
initial_cash	USD	Starting account equity in USD.
initial_position	units	Starting position (amount of units).
fill	FillBehavior	Execution timing behavior for simulated fills.
slippage	percent	The percent difference beteween the expected price & filled price.
commission_per_unit	USD	The price taxed per unit bought.

FillBehavior

Bases: Enum

Defines when simulated orders are considered filled.

Attributes:

Name	Type	Description
INSTANT		Orders will be filled instantly when made for the current bars close.