on_boarding.md

graph LR
    Core_Framework["Core Framework"]
    Backtesting_Engine["Backtesting Engine"]
    Algorithmic_Strategies["Algorithmic Strategies"]
    Data_Management["Data Management"]
    Reporting_and_Visualization["Reporting and Visualization"]
    Core_Framework -- "defines core abstractions for" --> Backtesting_Engine
    Core_Framework -- "provides foundational interfaces for" --> Algorithmic_Strategies
    Backtesting_Engine -- "executes" --> Algorithmic_Strategies
    Backtesting_Engine -- "consumes data from" --> Data_Management
    Backtesting_Engine -- "provides results to" --> Reporting_and_Visualization
    click Core_Framework href "https://github.com/CodeBoarding/GeneratedOnBoardings/blob/main/bt/Core_Framework.md" "Details"
    click Backtesting_Engine href "https://github.com/CodeBoarding/GeneratedOnBoardings/blob/main/bt/Backtesting_Engine.md" "Details"
    click Algorithmic_Strategies href "https://github.com/CodeBoarding/GeneratedOnBoardings/blob/main/bt/Algorithmic_Strategies.md" "Details"
    click Data_Management href "https://github.com/CodeBoarding/GeneratedOnBoardings/blob/main/bt/Data_Management.md" "Details"
    click Reporting_and_Visualization href "https://github.com/CodeBoarding/GeneratedOnBoardings/blob/main/bt/Reporting_and_Visualization.md" "Details"

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Details

Abstract Components Overview

Core Framework [Expand]

Establishes the foundational abstract definitions and building blocks for strategies, financial instruments (securities), and the execution flow of algorithms. It defines the base classes and interfaces that other components extend and utilize, ensuring a consistent structure for backtesting elements.

Related Classes/Methods:

• bt.core.Node
• bt.core.StrategyBase
• bt.core.Strategy
• bt.core.FixedIncomeStrategy
• bt.core.SecurityBase
• bt.core.FixedIncomeSecurity
• bt.core.CouponPayingSecurity
• bt.core.HedgeSecurity
• bt.core.CouponPayingHedgeSecurity
• bt.core.AlgoStack

Backtesting Engine [Expand]

Orchestrates the entire backtesting simulation process. It takes defined strategies, historical data, and configuration, simulates their performance over time, and generates comprehensive results. It manages the execution flow and state of the backtest.

Related Classes/Methods:

• bt.backtest.Backtest
• bt.backtest.Result
• bt.backtest.RandomBenchmarkResult
• bt.backtest.RenormalizedFixedIncomeResult

Algorithmic Strategies [Expand]

Contains concrete, executable algorithms that define the specific actions and logic within an investment strategy. These algorithms interact with the Core Framework's definitions to perform operations such as managing periods, updating risk, rebalancing portfolios, or hedging.

Related Classes/Methods:

• bt.algos.RunPeriod
• bt.algos.UpdateRisk
• bt.algos.HedgeRisks

Data Management [Expand]

Handles the ingestion, processing, and provision of historical financial data to the Backtesting Engine. This component is responsible for ensuring data quality, alignment, and availability for strategy execution.

Related Classes/Methods:

• bt.backtest.Backtest

Reporting and Visualization [Expand]

Provides functionalities for generating comprehensive reports and visualizations of backtest results. This includes performance metrics, equity curves, drawdowns, and other analytical insights to evaluate strategy effectiveness.

Related Classes/Methods:

• bt.backtest.Result

FAQ