BaseMetric
class backtide.metrics.base.
BaseMetric()
[source]
Abstract base class for custom experiment metrics.
A metric receives completed, caller-owned result tables and returns one
finite scalar. Backtide calls it once for every strategy run.
| Attributes |
percentage : bool, default=False
Whether the returned fraction should be displayed as a percentage.
Whether larger values should rank ahead of smaller values.
|
Methods
| compute |
Compute one scalar for a completed strategy run. |
method compute(equity_curve, trades)
[source]
Compute one scalar for a completed strategy run.
| Parameters |
equity_curve : pd.DataFrame | pl.DataFrame
Chronological samples with timestamp, equity, and drawdown columns.
Completed trades with symbol, quantity, timestamps, prices, and pnl.
|
| Returns |
float
Finite metric value.
|