INNER CODE UNIT · Python

BacktestResult

shashankvemuri/Finance · src/finance/backtesting/engine.py:11

class BacktestResult:
    """Bar-indexed equity/cash, share holdings, fractional returns and benchmark equity.

    trades contains individual fills, including partial position adjustments;
    metrics contains aggregate performance and cost statistics.
    """

    equity: pd.Series
    cash: pd.Series
    holdings: pd.DataFrame
    trades: pd.DataFrame
    returns: pd.Series
    benchmark: pd.Series
    metrics: pd.Series


def backtest(
    open_prices: pd.Series | pd.DataFrame,

View source record →