quantlab.backtest.predefined.us_equity#
The US-equity cross-sectional stock-selection backtester.
USEquityCrossectionSelectStockVectorBt is the concrete backtester of the
pipeline for daily US equities. It composes the US_EQUITY_MARKET price
conventions, the portfolio construction rule of its config that turns
predictions into target weights, and the vectorbt simulation engine
inherited from VectorBtBacktester. A saved run rebuilds it through
quantlab.runs.backtest_run.BacktestRun.rebuild_backtester.
USEquityApproximateBacktest is the approximate backtest on the same
conventions.
Classes
The approximate backtest of daily US equities: |
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Daily US-equity backtester: a portfolio construction rule simulated with vectorbt. |