quantlab.runs

Modules

backtest_attribution	Backtest attribution: where a strategy's excess over its benchmark comes from.
backtest_report	HTML report writer for one backtest run.
backtest_run	Backtest runs: the directory a backtest writes, and how it is read back and rebuilt.
backtest_stats	Return, relative, win-rate, turnover and trade statistics of a backtest, as public functions.
directory	Run directories: the mechanism every run type of quantlab is written and read through.
factor_attribution_report	The Factor attribution section of a backtest's report page.
live_predictions	The live prediction store: a run's predictions past its end, one bar at a time.
prediction_panel	A run's predictions and the specs of the labels they predict.
record	The run record: what a run read and which code it ran.
run_metrics	The metric blocks of a run's metrics.json, assembled once from an account record.
trained_run	Trained runs: the files a training run leaves on disk, and how they are read back.