backtest

Documentation

Index

• type Backtest
  • func NewBacktest(data *data.Data, strategy Strategy, brokers []Broker) *Backtest
  • func (b *Backtest) ComputeStats() (result *Stats)
  • func (b *Backtest) GetLogs() LogItems
  • func (b *Backtest) Plot()
  • func (b *Backtest) Run()

Types

type Backtest

type Backtest struct {
	// contains filtered or unexported fields
}

func NewBacktest

func NewBacktest(data *data.Data, strategy Strategy, brokers []Broker) *Backtest

NewBacktest Create backtest data: The data

func (*Backtest) ComputeStats

func (b *Backtest) ComputeStats() (result *Stats)

ComputeStats Calculating Backtest Statistics

func (*Backtest) GetLogs

func (b *Backtest) GetLogs() LogItems

func (*Backtest) Plot

func (b *Backtest) Plot()

Plot Output backtest results

func (*Backtest) Run

func (b *Backtest) Run()

Run Run backtest