graph LR
Backtesting_Engine_Orchestrator["Backtesting Engine Orchestrator"]
Backtest_Result_Manager["Backtest Result Manager"]
Random_Benchmark_Result_Handler["Random Benchmark Result Handler"]
Fixed_Income_Result_Handler["Fixed Income Result Handler"]
Backtesting_Engine_Orchestrator -- "generates results for" --> Backtest_Result_Manager
Random_Benchmark_Result_Handler -- "inherits from" --> Backtest_Result_Manager
Fixed_Income_Result_Handler -- "inherits from" --> Backtest_Result_Manager
The Backtesting Engine subsystem is central to the bt project, orchestrating the simulation of trading strategies against historical data. Its boundaries are primarily defined by the bt.backtest module. The components are chosen based on their fundamental architectural importance within a Domain-Specific Framework/Library for Quantitative Finance Backtesting.
The core component responsible for initiating, managing, and executing the entire backtesting simulation. It takes defined strategies, historical data, and configuration, then simulates their performance over time. It controls the execution flow and maintains the state of the backtest.
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Encapsulates, processes, and provides comprehensive access to the outcomes of a backtest. It offers methods for retrieving performance metrics, visualizing results, and managing the overall output data.
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A specialized component extending the Backtest Result Manager to provide specific result handling and presentation tailored for backtests involving random benchmark scenarios. It ensures that benchmark-specific metrics and visualizations are correctly processed and displayed.
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A specialized component extending the Backtest Result Manager to provide specific result handling and presentation for backtests focused on renormalized fixed income scenarios. It manages the unique data structures and calculations required for fixed income performance analysis.
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