2. How to run a backtest

2.1. Entry point and configuration method

Run the backtest using qt.run(op, mode=1, …). The configuration can be set in advance via qt.configure(…). The kwargs passed to run will be merged with the current configuration (parameters passed to run take precedence).

2.2. Complete list of backtest runtime parameters (list and briefly explain)

The following are the main parameters related to mode=1 backtesting; please refer to the current qteasy 2.0 API for specifics.

Parameter name	Type/optional values	Meaning
asset_pool	str or list	Backtest universe (stock tickers, etc.).
asset_type	str	Asset type (e.g., ‘E’ for equities).
invest_start	str	Backtest start date.
invest_end	str	Backtest end date.
invest_cash_amounts	list/float	Invest funds initially or in installments.
invest_cash_dates	list	Investment dates corresponding to invest_cash_amounts (if in batches).
trade_batch_size	float	Minimum quantity unit per trade (minimum 0.01; for example, for A-shares you can set it to 100 to represent one lot).
cost_rate_buy	float	Buy cost rate (commissions, etc.).
cost_rate_sell	float	Sell cost rate.
cost_min	float	Minimum cost per transaction.
allow_sell_short	bool	Whether short selling is allowed.
trade_log	bool	Whether to record the trade log.
visual	bool	Whether to output visualization charts.

Other possible parameters: slippage, trading unit, stamp duty, etc. Please refer to the documentation for qt.configure() or run.

2.3. Minimum runnable example

import qteasy as qt

# 假设已配置数据源与 Operator
op = qt.Operator(strategies='dma', signal_type='PT', run_freq='d')
qt.configure(asset_pool='000001.SZ', invest_start='2020-01-01', invest_end='2023-12-31')
result = qt.run(op, mode=1)

2.4. Common use cases

• Cost settings: use cost_rate_buy, cost_rate_sell, and cost_min to simulate commissions and stamp duty.

• Trading unit: trade_batch_size controls the minimum trading unit (minimum is 0.01; for example, for A-shares it can be set to 100 shares).

• Whether short selling is allowed: allow_sell_short=False means long-only.