Backtesting management (from Notebook)

Storing / restoring simulation results

Result of strategy can be stored into the zip file and reloaded from it when needed.

r = simualte(...)
r[0].to_file("/tmp/MyTest") # -> stores data into /tmp/MyTestxxxxxx.zip, xx - timestamp

# now we can load it from file
r0 = TradingSessionResult.from_file("/tmp/MyTest120250130165123.zip")

# also it's possible to attach some files to result stored to zip
r[0].to_file("/tmp/MyTest", attachments=["config.yaml"]) # -> also adds config.yaml to zip

Also it’s possible to generate html report from result

r = simualte(...)
r[0].to_html()

It’s possible to use small backtests manager (BacktestsResultsManager)

brm = BacktestsResultsManager("/backtests/")
brm.list() # list supports regexp filters 

Then it can load any result by it’s index:

brm[1] or brm[[2, 6, 7]] etc.

tearsheet(brm[[2, 6, 7]])
tearsheet(brm[1:3)

to delete: brm.delete(1)

It’s possible to get table

brm.list('.*', as_table=1)