API Reference

Complete reference for all public classes, methods, and parameters.

Module Map

Module	Classes
Engine	BacktestEngine, MultiAssetEngine, StepEngine, ExecutionModel, Portfolio
Orders	Order, MarketOrder, LimitOrder, StopOrder, CancelPendingLimitsOrder
Data Types	Bar, Fill, Position, Trade, Side, OrderType, ExitReason, PendingOrder
Data Providers	DataProvider, CSVProvider, CachedProvider, BinanceProvider, BybitProvider, ReplayProvider
Data Validation	DataValidator, DataIssue, ValidatedProvider
Indicators	EMA, SMA, RSI, ATR, CHOP, BollingerBands, MACD, Stochastic, VWAP, OBV, IndicatorManager, Resampler
Strategy	Strategy, DeclarativeStrategy, StrategyConfig
Reporting	BacktestResults, MultiAssetResults, MonthStats
Validation	BacktestAuditor, Issue, DelayTest, OOSSplit
Optimization	ParameterSweep, SweepResults
Sizing	PositionSizer, FixedSizer, EquityPctSizer, RiskPctSizer, KellySizer
Analysis	MonteCarlo, WalkForward
Plots	plot_equity, plot_drawdown, plot_trades, plot_monthly_heatmap, plot_exit_breakdown, plot_multi_equity, plot_sweep_heatmap

Import Paths

All public classes are importable from replaybt directly:

from replaybt import BacktestEngine, CSVProvider, Strategy, MarketOrder, Side

For less common imports:

from replaybt.validation.auditor import audit_file
from replaybt.validation.stress import DelayTest, OOSSplit
from replaybt.optimize.sweep import ParameterSweep
from replaybt.analysis.plots import plot_equity