EngineExpConfig
dataclass backtide.backtest.EngineExpConfig
Engine / simulation settings for an experiment.
| Attributes |
warmup_period : int, default=0
Bars to skip before the strategy starts.
trade_on_close : bool, default=False
Fill orders at the close price of the current bar.
risk_free_rate : float, default=0.0
Annualised risk-free rate for metrics.
exclusive_orders : bool, default=False
Cancel pending orders when a new order is submitted.
empty_bar_policy : str | EmptyBarPolicy, default="forward_fill"
How to handle bars with no data.
|
See Also
Data settings for an experiment.
Exchange and execution settings for an experiment.
Complete configuration for a single backtest experiment.
Methods
| to_dict | Convert to a dictionary. |
method backtide.backtestto_dict()
Convert to a dictionary.
| Returns |
dict
Self as dict.
|