Backtest Components

The Backtest Components section documents the building blocks of the backtesting engine: cost models, execution layer, interfaces, enums and orchestrators. The high-level entry point PyArrowBacktester is documented separately in Base Backtest.

What you’ll find here:

• Cost Models – Commission, slippage and trading-record models.

• Execution – Portfolio state, trade broker and reporting engine.

• Interfaces – Abstract interfaces for backtesters and cost models.

• Enums – Trading enums (order side, price type, rebalance status).

• Orchestrators – Multi-run and multi-portfolio orchestrators.