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Ben Bell edited this page Nov 15, 2024 · 1 revision

BacktestResult Class Documentation

The BacktestResult class encapsulates the results of a backtest, including the final portfolio value, the list of transactions, and the strategy used.

Attributes

final_value: float

The final value of the portfolio after the backtest.

transactions: List[Holding]

A list of transactions executed during the backtest.

strategy: 'Strategy'

The strategy used for the backtest.

Methods

returns(self) -> pd.Series

Calculates and returns the series of returns based on the transaction prices.

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