@neural-trader/backtesting

Backtesting engine and historical simulation for Neural Trader.

Installation

``bash
npm install @neural-trader/backtesting
`

Usage

`javascript
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

$3

- BacktestEngine - High-performance backtesting engine

$3

- 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