@livefolio/sdk / BacktestSnapshot
Type Alias: BacktestSnapshot
BacktestSnapshot =
object
Defined in: strategy/run-backtest.ts:87
A point-in-time snapshot of the simulation at the end of a single trading session.
Each entry in BacktestResult.snapshots corresponds to one call of the strategy loop: universe → features → build → executor.submit → applyFills.
Properties
fills
fills:
ReadonlyArray<Fill>
Defined in: strategy/run-backtest.ts:95
Fills returned by the executor for the orders above.
orders
orders:
ReadonlyArray<Order>
Defined in: strategy/run-backtest.ts:93
Orders emitted by strategy.build during this session.
portfolio
portfolio:
Portfolio
Defined in: strategy/run-backtest.ts:91
Portfolio state after fills have been applied for this session.
t
t:
Date
Defined in: strategy/run-backtest.ts:89
The session date for this snapshot (midnight UTC on the trading day).