Method run

backtesting/lib.py:586–604

Wraps `backtesting.backtesting.Backtest.run`. Returns `pd.DataFrame` with currency indexes in columns.

(self, **kwargs)

        self._bt_kwargs = kwargs

    def run(self, **kwargs):
        """
        Wraps `backtesting.backtesting.Backtest.run`. Returns `pd.DataFrame` with
        currency indexes in columns.
        """
        from . import Pool
        with Pool() as pool, \
                SharedMemoryManager() as smm:
            shm = [smm.df2shm(df) for df in self._dfs]
            results = _tqdm(
                pool.imap(self._mp_task_run,
                          ((df_batch, self._strategy, self._bt_kwargs, kwargs)
                           for df_batch in _batch(shm))),
                total=len(shm),
                desc=self.run.__qualname__,
                mininterval=2
            )
            df = pd.DataFrame(list(chain(*results))).transpose()
        return df

    @staticmethod
    def _mp_task_run(args):