@livefolio/sdk / RunBacktestOptions

Type Alias: RunBacktestOptions<F, S>

RunBacktestOptions<F, S> = object

Defined in: strategy/run-backtest.ts:33

All inputs required to run a historical backtest.

Callers must provide a concrete Strategy, a DateRange, and the four pluggable runtime layers (dataFeed, executor, calendar, featureCache). The reference implementations (MemoryFeatureCache, BacktestExecutor, NYSEExchangeCalendar) satisfy all four without network dependencies.

Type Parameters

Type Parameter	Default type
F extends Features	Features
S	unknown

Properties

calendar

calendar: Calendar

Defined in: strategy/run-backtest.ts:61

Trading-day calendar. Used to enumerate sessions within range and to determine rebalance day boundaries via next.

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dataFeed

dataFeed: DataFeed

Defined in: strategy/run-backtest.ts:50

Source of OHLCV bar data and optionally fundamentals / corporate events. FeatureRuntime uses this to hydrate price series before computing indicators.

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executor

executor: Executor

Defined in: strategy/run-backtest.ts:56

Order router responsible for converting Order objects into Fill records. Use BacktestExecutor for historical simulations or swap in a live broker implementation for paper/live trading.

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featureCache?

optional featureCache?: FeatureCache

Defined in: strategy/run-backtest.ts:67

Optional persistent indicator cache. When omitted, each runBacktest call recomputes all indicators from scratch. Provide MemoryFeatureCache (or a cross-process cache) to memoize results across multiple runs.

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featureRuntime?

optional featureRuntime?: FeatureRuntime

Defined in: strategy/run-backtest.ts:78

Optional FeatureRuntime instance. When provided, its accumulated bar buffer is exported on BacktestResult.bars for use by runLive (lets the streaming runtime seed its buffer from the historical bars without refetching).

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freq?

optional freq?: Frequency

Defined in: strategy/run-backtest.ts:72

Bar frequency forwarded to DataFeed.bars. Defaults to '1d' when omitted. Must match the granularity expected by the strategy's indicator specs.

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initialPortfolio

initialPortfolio: Portfolio

Defined in: strategy/run-backtest.ts:45

Starting portfolio state. Cash and positions are carried forward through the simulation as orders are filled. This value is never mutated.

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range

range: DateRange

Defined in: strategy/run-backtest.ts:40

Inclusive date range over which to iterate. The calendar resolves this range into the actual sequence of trading sessions.

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strategy

strategy: Strategy<F, S>

Defined in: strategy/run-backtest.ts:35

The strategy under test. Must implement universe, features, and build.