aiomql/docs/core/backtesting/backtest_controller.md

Table of Contents

• backtest_controller
  • BackTestController
    • backtest_engine
    • add_tasks
    • set_parties
    • parties
    • control
    • stop_backtesting
    • wait
    • abort

backtest_controller

BackTestController Objects

class BackTestController()

The controller for the backtesting engine. It also act's as a synchronizier for running multiple strategies (tasks) using a threading.Barrier primitive. It handles the updating of open positions and close them when necessary. It handles the iterator for the backtesting engine and handles it movement in time by moving it to the next time step.

Attributes:

• _instance Self - The instance of the controller
• config Config - The configuration for the backtesting engine
• tasks list[Task] - The tasks that are being run
• barrier Barrier - The barrier for synchronizing the tasks

backtest_engine

@property
def backtest_engine()

Returns the backtest engine

add_tasks

def add_tasks(*tasks: Task)

Adds tasks to the tasks list

set_parties

def set_parties(*, parties: int)

Sets the number of parties for the barrier. The barrier will wait for the number of parties to reach the barrier. This has to be done here as it can be impossible to know the eventual number of parties to set the barrier to during initialization.

Arguments:

• parties int - The number of parties to set the barrier to

parties

@property
def parties()

Returns the number of parties for the barrier

control

async def control()

The backtest controller. It controls the backtesting engine and the tasks that are being run. It acts as a synchronizer for the tasks and the backtesting engine.

stop_backtesting

def stop_backtesting()

Stop the backtester, and shutdown the executor

wait

def wait()

Called by individual tasks to indicate completion of their cycle

abort

def abort()

Aborts the barrier