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trading.optimizer.experiments.backtest_experiment

trading.optimizer.experiments.backtest_experiment

BacktestExperiment

Bases: NamedTuple

A reusable strategy that allows it to be used with configurable parameters.

Attributes:

Name Type Description
strategy_factory Callable[..., Strategy]

A callable that returns a Strategy instance.

parameters dict[str, Any]

The parameters for the method, mapping the parameter name to the desired value.

dataset list[MarketDataEvent]

The OHLCV data to use for the experiment.

config BacktesterConfig

The backtest configuration to use for the experiment.