Portfolio
dataclass backtide.backtest.Portfolio
A snapshot of the portfolio's holdings at a point in time.
Cash is represented as a mapping from currency to amount, allowing multi-currency portfolios. Positions are a mapping from ticker symbol to signed quantity (positive = long, negative = short).
| Attributes |
cash : dict[Currency, float]
Cash balances keyed by currency. Each value is the amount held
in that currency.
positions : dict[str, float]
Open positions keyed by ticker symbol. Positive values are long
positions, negative values are short positions. Fractional values
are supported only for crypto instruments (e.g., 0.0234 BTC).
orders : list[Order]
Currently open (unfilled) orders.
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See Also
Complete configuration for a single backtest experiment.
A trading order submitted during the simulation.
The simulation state passed to a strategy's
evaluate method on every tick.