backtest

Documentation

Index

• type Backtest
  • func NewBacktest(options ...BacktestOption) *Backtest
  • func (b *Backtest) Cleanup()
  • func (b *Backtest) Run()
• type BacktestOption
  • func WithDeploymentType(t DeploymentType) BacktestOption
  • func WithExecutor(executor ingenium.Executor) BacktestOption
  • func WithIngestor(ingestor ingenium.Ingestor) BacktestOption
  • func WithPortfolio(portfolio ingenium.Portfolio) BacktestOption
  • func WithStrategy(strategy ingenium.Strategy) BacktestOption
• type DeploymentType

Types

type Backtest

type Backtest struct {
	Deployment DeploymentType
	Ingestors  []ingenium.Ingestor
	Strategies []ingenium.Strategy
	Portfolio  ingenium.Portfolio
	Executor   ingenium.Executor
}

func NewBacktest

func NewBacktest(options ...BacktestOption) *Backtest

func (*Backtest) Cleanup

func (b *Backtest) Cleanup()

func (*Backtest) Run

func (b *Backtest) Run()

type BacktestOption

type BacktestOption func(*Backtest)

func WithDeploymentType

func WithDeploymentType(t DeploymentType) BacktestOption

func WithExecutor

func WithExecutor(executor ingenium.Executor) BacktestOption

func WithIngestor

func WithIngestor(ingestor ingenium.Ingestor) BacktestOption

func WithPortfolio

func WithPortfolio(portfolio ingenium.Portfolio) BacktestOption

func WithStrategy

func WithStrategy(strategy ingenium.Strategy) BacktestOption

type DeploymentType

type DeploymentType string

const (
	DeploymentLocal DeploymentType = "local"
)