Class Backtester

java.lang.Object

com.quantfinlib.backtest.Backtester

public final class Backtester
extends Object

Event-driven, single-instrument, long-only backtesting engine.

Execution model: signals fill at the bar close (adjusted for slippage); stop-loss / take-profit levels are evaluated intrabar against the bar's low/high on bars after entry, with gap-aware fills (a gap through the level fills at the open). Commission is charged on both entry and exit notional.

Method Summary

Modifier and Type	Method	Description
static BacktestResult	run(TradingStrategy strategy, BarSeries series, BacktestConfig config)
static BacktestResult	run(TradingStrategy strategy, BarSeries series, BacktestConfig config, int tradeFrom)	Variant with a WARM-UP prefix: indicators are initialized over the whole series, but no signal is acted on (and no equity recorded) before tradeFrom.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

run

public static BacktestResult run(TradingStrategy strategy,
 BarSeries series,
 BacktestConfig config)

run

public static BacktestResult run(TradingStrategy strategy,
 BarSeries series,
 BacktestConfig config,
 int tradeFrom)

Variant with a WARM-UP prefix: indicators are initialized over the whole series, but no signal is acted on (and no equity recorded) before tradeFrom. This is how walk-forward analysis avoids the cold-start bias — evaluating a fold on a bare test slice re-computes every indicator from scratch, silently forcing HOLD through the first lookback bars of every fold; feeding the preceding bars as warm-up (they are the past — no look-ahead) lets the strategy enter the test window with warm indicators, the way it would trade live. The returned equity curve covers [tradeFrom, n) only.

Scope of the warm-up: it warms whatever TradingStrategy.init(com.quantfinlib.core.BarSeries) precomputes over the series (all shipped strategies). onBar is NOT called for warm-up bars, so a strategy that accumulates state inside onBar still starts cold at tradeFrom.