quantlab.backtest

Modules

approximate	The approximate backtest: every rebalance decided at once, the window simulated as arrays.
base	Backtester base class and the result types every backtest run produces.
config	The configs of the backtest layer.
engine_vectorbt	vectorbt simulation engine for the backtest layer.
live	Predict a backtest run's strategy one bar past its end: the daily live prediction.
predefined