API Reference

---

API Reference / BacktestConfig

Interface: BacktestConfig

Defined in: src/backtest/types.ts:151

Properties

candles

candles: Candle[]

Defined in: src/backtest/types.ts:153

Base-resolution series; the engine iterates bar-by-bar over this.

---

higherTimeframesMinutes?

optional higherTimeframesMinutes?: number[]

Defined in: src/backtest/types.ts:155

Additional resolutions in minutes, resampled from candles once upfront (e.g. [15, 60]).

---

initialCapital

initialCapital: number

Defined in: src/backtest/types.ts:156

---

lotSize?

optional lotSize?: number

Defined in: src/backtest/types.ts:158

Quantities round down to a whole multiple of this. Defaults to 1.

---

riskPipeline?

optional riskPipeline?: Pipeline

Defined in: src/backtest/types.ts:168

Gates every entry signal through pipeline.report(). Note this pipeline has no idea it's running inside a simulation — position/concentration/ daily-loss checks only mean something if you supply a RiskDataProvider that reflects the backtest's own simulated state, not your live account. market_hours also runs against candles' own timestamps, so a daily/EOD series will get every signal rejected unless you pass a checks list that drops it.

---

costModel?

optional costModel?: CostModel

Defined in: src/backtest/types.ts:169

---

strategy

strategy: Strategy

Defined in: src/backtest/types.ts:170