@showr/core/dist/backtest.d.ts

Core library for Showr

import { Dataset, Strategy } from './';
import { BacktestReport } from './backtestReport';
export interface BacktestConfiguration {
    capital: number;
    tradingQuantity: number;
    attribute?: string;
    name?: string;
}
/**
 * Back-tests the strategy over a given dataset.
 */
export declare class Backtest<P = unknown, T = number> {
    protected _dataset: Dataset<T>;
    protected _strategy: Strategy<P, T>;
    /**
     * Runs back-test over a dataset for a given strategy that can be analyzed.
     * @param dataset - `Dataset` over which strategy should be back-tested.
     * @param strategy - `Strategy` that should be back-tested.
     */
    constructor(dataset: Dataset<T>, strategy: Strategy<P, T>);
    get strategy(): Strategy<P, T>;
    get dataset(): Dataset<T>;
    /**
     * Creates a report with profit and other metrics over a back-tested dataset.
     * @param configuration - `BacktestConfiguration` with trading quantity and capital.
     * @returns `BacktestReport`.
     */
    analyze(configuration: BacktestConfiguration): BacktestReport;
}