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CurrencyConversionMode


enum backtide.backtest.CurrencyConversionMode

How foreign currency proceeds are converted back to the base currency.

Determines the timing and conditions under which non-base-currency balances are exchanged. The chosen mode affects cash flow timing and may influence simulation results when exchange rates fluctuate.

  • Immediate
  • HoldUntilThreshold
  • EndOfPeriod
  • CustomInterval
Attributes

name : str

The human-readable display name of the variant.


See Also

ConversionPeriod

The period at which foreign currency balances are converted.

Currency

An ISO 4217 currency tied to a specific country or supranational union.

ExchangeExpConfig

Exchange and execution settings for an experiment.