@livefolio/sdk / BacktestResult
Type Alias: BacktestResult<S>
BacktestResult<
S> =object
Defined in: strategy/run-backtest.ts:102
The return value of runBacktest, containing the full simulation history and the terminal portfolio state.
Type Parameters
| Type Parameter | Default type |
|---|---|
S | unknown |
Properties
bars
Defined in: strategy/run-backtest.ts:127
Per-asset bar buffer accumulated by the FeatureRuntime during this run. Empty Map when no featureRuntime was provided in RunBacktestOptions. Used by runLive to seed its streaming FeatureRuntime so indicators with warmup periods (SMA(200), etc.) work on the first live tick.
finalPortfolio
finalPortfolio:
Portfolio
Defined in: strategy/run-backtest.ts:113
Portfolio after the last session's fills have been applied. Equivalent to snapshots[snapshots.length - 1].portfolio when there is at least one session, or initialPortfolio when the range is empty.
finalState
finalState:
S|undefined
Defined in: strategy/run-backtest.ts:120
Final value of the strategy's auxiliary state after the last build() call. undefined when the strategy is state-less (no initialState() defined). Used by runLive to seed the live runtime so the first live tick continues from the exact state the historical run ended on.
snapshots
snapshots:
ReadonlyArray<BacktestSnapshot>
Defined in: strategy/run-backtest.ts:107
Ordered list of snapshots, one per trading session in range. Empty when the calendar has no sessions in the requested range.