Configuration API¶

Set benchmark index, trading costs, slippage models, and other backtest parameters.

set_benchmark¶

Set the backtest benchmark.

set_benchmark('000300.XSHG')   # CSI 300

set_order_cost¶

Set trading costs.

set_order_cost(OrderCost(open_tax=0, close_tax=0.0005,
                         open_commission=0.00025, close_commission=0.00025,
                         min_commission=5))

OrderCost¶

Parameter	Default	Description
`open_tax`	`0`	Buy-side stamp duty
`close_tax`	`0.001`	Sell-side stamp duty
`open_commission`	`0.0003`	Buy-side commission
`close_commission`	`0.0003`	Sell-side commission
`close_today_commission`	`0`	Intraday sell commission
`min_commission`	`5`	Minimum commission (¥)

set_option¶

Set strategy options.

set_option('use_real_price', True)

set_slippage¶

Set the slippage model.

Class	Description
`SlippageModel`	Base class, no price adjustment
`FixedSlippage(pct=0.001)`	Fixed percentage slippage
`VolumeSlippage(impact=0.05)`	Volume-proportional market impact

BacktestSession and get_session¶

BacktestSession encapsulates the mutable state of a single backtest run. Regular strategies do not need to use it; for multi-threaded parallel backtesting, you can create an independent session per thread.