start : datetime
-
-The start date of the backtest.
-
-end : datetime
-
-The end date of the backtest..
-
-initialize : callable[context -> None]
-
-The initialize function to use for the algorithm. This is called once
-at the very begining of the backtest and should be used to set up
-any state needed by the algorithm.
-
-capital_base : float
-
-The starting capital for the backtest.
-
-handle_data : callable[(context, BarData) -> None], optional
-
-The handle_data function to use for the algorithm. This is called
-every minute when data_frequency == 'minute' or every day
-when data_frequency == 'daily'.
-
-before_trading_start : callable[(context, BarData) -> None], optional
-
-The before_trading_start function for the algorithm. This is called
-once before each trading day (after initialize on the first day).
-
-analyze : callable[(context, pd.DataFrame) -> None], optional
-
-The analyze function to use for the algorithm. This function is called
-once at the end of the backtest and is passed the context and the
-performance data.
-
-data_frequency : {‘daily’, ‘minute’}, optional
-
-The data frequency to run the algorithm at.
-
-data : pd.DataFrame, pd.Panel, or DataPortal, optional
-
-The ohlcv data to run the backtest with.
-This argument is mutually exclusive with:
-bundle
-bundle_timestamp
-
-bundle : str, optional
-
-The name of the data bundle to use to load the data to run the backtest
-with. This defaults to ‘quantopian-quandl’.
-This argument is mutually exclusive with data.
-
-bundle_timestamp : datetime, optional
-
-The datetime to lookup the bundle data for. This defaults to the
-current time.
-This argument is mutually exclusive with data.
-
-default_extension : bool, optional
-
-Should the default catalyst extension be loaded. This is found at
-$CATALYST_ROOT/extension.py
-
-extensions : iterable[str], optional
-
-The names of any other extensions to load. Each element may either be
-a dotted module path like a.b.c or a path to a python file ending
-in .py like a/b/c.py.
-
-strict_extensions : bool, optional
-
-Should the run fail if any extensions fail to load. If this is false,
-a warning will be raised instead.
-
-environ : mapping[str -> str], optional
-
-The os environment to use. Many extensions use this to get parameters.
-This defaults to os.environ.
-
-live : bool, optional
-
-Execute algorithm in live trading mode.
-
- |
-