INNER CODE UNIT · Python

backtest

shashankvemuri/Finance · src/finance/backtesting/engine.py:27

def backtest(
    open_prices: pd.Series | pd.DataFrame,
    close_prices: pd.Series | pd.DataFrame,
    targets: pd.Series | pd.DataFrame,
    *,
    initial_cash: float = 10000,
    commission: float = 0.001,
    slippage: float = 0,
    borrow_rate: float = 0,
    periods: int = 252,
    rebalance: bool = False,
    liquidate: bool = False,
    high_prices: pd.Series | pd.DataFrame | None = None,
    low_prices: pd.Series | pd.DataFrame | None = None,
    stop_loss: float | None = None,
    take_profit: float | None = None,
    trailing_fraction: float | None = None,
) -> BacktestResult:

View source record →