Experiments

Experiments permit for many parameters to be run for a given strategy and the results to be easily obtainable afterwords for each backtest.

Backtest Experiment

The BacktestExperiment is a tuple that allows the same strategy to be used with configurable parameters. It creates an instance of the same strategy per parameter combination given.

See experiments reference

Backtest Experiment Result

A BacktestExperimentResult is the resulting tuple after running an experiment. It contains the raw execution data (the raw events generated from the backtester), the metrics for the backtest (from the optimizer), and the underlying BacktestExperiment instance that it attaches to.

See experiment result reference

Backtest Experiment Runner

BacktestExperimentRunner loops through all the possible parameter combinations given a list of BacktestExperiment instances and returns a list of BacktestExperimentResult tuples.

See experiments reference

This all essentially allows for a parameter grid to be easily tested through a grid of parameters, also wrapping the metric API and backtest API so that the user doesn't need to interact with low-level components themselves.