@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