BacktestBasicConfig

class swordfish.plugins.backtest.BacktestBasicConfig(data=None)

Parameters:

data (dict)

start_date: date

end_date: date

asset_type: AssetType

data_type: MarketType

cash: Dict[AccountType, float] | float = None

matching_mode: MatchingMode = None

universe: List[str] = None

context: dict = None

latency: int = None

benchmark: str = None

data_retention_window: str | int = None

is_backtest_mode: bool = True

msg_as_table: bool = False

enable_indicator_optimize: bool = False

add_time_column_in_indicator: bool = False

orderbook_matching_ratio: float = 1.0

output_order_info: bool = False

matching_ratio: float = None