Package Exports

@neural-trader/backtesting
@neural-trader/backtesting/src/index.js

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Readme

@neural-trader/backtesting

Backtesting engine and historical simulation for Neural Trader.

Installation

npm install @neural-trader/backtesting

Usage

const {
  runBacktest,
  BacktestEngine
} = require('@neural-trader/backtesting');

// Run a backtest
const result = await runBacktest({
  strategy: 'momentum',
  symbol: 'AAPL',
  startDate: '2024-01-01',
  endDate: '2024-12-31'
});

// Use backtest engine
const engine = new BacktestEngine({
  initialCapital: 100000,
  commission: 0.001
});

API

Classes

BacktestEngine - High-performance backtesting engine

Functions

backtestStrategy() - Backtest a trading strategy
runBacktest() - Run a complete backtest
quickBacktest() - Fast backtest execution
quickAnalysis() - Quick performance analysis
compareBacktests() - Compare multiple backtests
neuralBacktest() - Neural network backtesting

License

MIT OR Apache-2.0