API Reference

This section contains the technical reference for the core modules that make up the Backtest Engine.

Each module documents the available classes, functions, and behaviors that define how strategies are evaluated, portfolios are valued, and market data is processed.

What you’ll find here:

• Metrics Module – performance and evaluation metrics

• Base Backtest – PyArrow-based backtesting and rebalancing engine

• Backtest Components – cost models, execution, interfaces, enums and orchestrators

• Data Pipeline Executor – central data validation and pipeline orchestration

• Portfolio Data Pipeline – portfolio configuration and capital allocation rules

• Market Data Pipeline – new market data ingestion and preprocessing pipeline

• CLI Documentation – command-line entry points and utilities