Class BacktestConfig

Namespace

WhalesSecret.TradeScriptLib.Config

Assembly

WhalesSecret.TradeScriptLib.dll

Configuration related to backtesting.

public class BacktestConfig

Inheritance

object

BacktestConfig

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Extension Methods

LogExtensions.ToBoundedString(object?, int, bool)

Constructors

BacktestConfig(DateTime, DateTime, TimeSpan, int?, IReadOnlyList<SymbolPair>, decimal, decimal, int)

Creates a new instance of the object.

Properties

EndTime

Exclusive UTC time of the end of the backtesting period.

MakerFeePercent

Trading maker fee in percent.

MaxDataAgeDays

Number of days after which the simulation forgets the data to save the memory, or 0 to not delete old data at all.

RngSeed

Random number generator seed, or null not to define any seed for the random number generator.

StartTime

Inclusive UTC time of the start of the backtesting period.

StepPeriod

Period between two simulated steps in the backtest.

SymbolPairs

List of symbol pairs that the backtested code may interact with.

TakerFeePercent

Trading taker fee in percent.

Methods

ToString()

Returns a string that represents the current object.