@livefolio/sdk / BacktestExecutorOptions

Type Alias: BacktestExecutorOptions

BacktestExecutorOptions = object

Defined in: reference/backtest-executor.ts:26

Constructor options for BacktestExecutor.

Properties

calendar

calendar: Calendar

Defined in: reference/backtest-executor.ts:28

Exchange calendar used to route fills to the next open session.

---

nextOpen

nextOpen: NextOpenFn

Defined in: reference/backtest-executor.ts:33

Callback that resolves the next-open price for a given asset and date. See NextOpenFn for the exact contract.

---

perShareFee?

optional perShareFee?: number

Defined in: reference/backtest-executor.ts:44

Flat per-share commission in the portfolio's base currency. Multiplied by the fill quantity and recorded in Fill.fees. Defaults to 0.

---

slippageBps?

optional slippageBps?: number

Defined in: reference/backtest-executor.ts:39

One-way slippage in basis points applied to every fill. The fill price is adjusted by price × (1 + sign × slippageBps / 10 000) where sign is +1 for buys and −1 for sells. Defaults to 0.