NexQuant/rdagent/components/backtesting/__init__.py

"""Predix Backtesting Package"""
from .backtest_engine import BacktestMetrics, FactorBacktester
from .results_db import ResultsDatabase
from .risk_management import CorrelationAnalyzer, PortfolioOptimizer, AdvancedRiskManager
from .vbt_backtest import (
    DEFAULT_BARS_PER_YEAR,
    DEFAULT_TXN_COST_BPS,
    FTMO_INITIAL_CAPITAL,
    FTMO_MAX_DAILY_LOSS,
    FTMO_MAX_TOTAL_LOSS,
    FTMO_MAX_LEVERAGE,
    FTMO_RISK_PER_TRADE,
    backtest_from_forward_returns,
    backtest_signal,
    backtest_signal_ftmo,
)

__all__ = [
    'BacktestMetrics', 'FactorBacktester', 'ResultsDatabase',
    'CorrelationAnalyzer', 'PortfolioOptimizer', 'AdvancedRiskManager',
    'backtest_signal', 'backtest_signal_ftmo', 'backtest_from_forward_returns',
    'DEFAULT_BARS_PER_YEAR', 'DEFAULT_TXN_COST_BPS',
    'FTMO_INITIAL_CAPITAL', 'FTMO_MAX_DAILY_LOSS', 'FTMO_MAX_TOTAL_LOSS',
    'FTMO_MAX_LEVERAGE', 'FTMO_RISK_PER_TRADE',
]