######## Backtest ######## Walk-forward backtesting engine with transaction costs and risk metrics. TransactionCosts ================ .. autoclass:: spreadpy.backtest.costs.TransactionCosts :members: Trade ===== .. autoclass:: spreadpy.backtest.portfolio.Trade :members: Portfolio ========= .. autoclass:: spreadpy.backtest.portfolio.Portfolio :members: RiskMetrics =========== .. autoclass:: spreadpy.backtest.metrics.RiskMetrics :members: BacktestResult ============== .. autoclass:: spreadpy.backtest.result.BacktestResult :members: BacktestEngine ============== .. autoclass:: spreadpy.backtest.engine.BacktestEngine :members: