tastytrade.backtest¶

pydantic model tastytrade.backtest.Backtest(*, symbol: str, entryConditions: BacktestEntry, exitConditions: BacktestExit, legs: list[BacktestLeg], startDate: date, endDate: date = datetime.date(2024, 7, 31), status: str = 'pending')¶

Bases: BacktestData

Dataclass of configuration options for a backtest.

Show JSON schema

{
   "title": "Backtest",
   "description": "Dataclass of configuration options for a backtest.",
   "type": "object",
   "properties": {
      "symbol": {
         "title": "Symbol",
         "type": "string"
      },
      "entryConditions": {
         "$ref": "#/$defs/BacktestEntry"
      },
      "exitConditions": {
         "$ref": "#/$defs/BacktestExit"
      },
      "legs": {
         "items": {
            "$ref": "#/$defs/BacktestLeg"
         },
         "title": "Legs",
         "type": "array"
      },
      "startDate": {
         "format": "date",
         "title": "Startdate",
         "type": "string"
      },
      "endDate": {
         "default": "2024-07-31",
         "format": "date",
         "title": "Enddate",
         "type": "string"
      },
      "status": {
         "default": "pending",
         "title": "Status",
         "type": "string"
      }
   },
   "$defs": {
      "BacktestEntry": {
         "description": "Dataclass of parameters for backtest trade entry.",
         "properties": {
            "useExactDte": {
               "default": true,
               "title": "Useexactdte",
               "type": "boolean"
            },
            "maximumActiveTrials": {
               "anyOf": [
                  {
                     "type": "integer"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Maximumactivetrials"
            },
            "maximumActiveTrialsBehavior": {
               "anyOf": [
                  {
                     "enum": [
                        "close oldest",
                        "don't enter"
                     ],
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Maximumactivetrialsbehavior"
            },
            "frequency": {
               "default": "every day",
               "title": "Frequency",
               "type": "string"
            }
         },
         "title": "BacktestEntry",
         "type": "object"
      },
      "BacktestExit": {
         "description": "Dataclass of parameters for backtest trade exit.",
         "properties": {
            "afterDaysInTrade": {
               "anyOf": [
                  {
                     "type": "integer"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Afterdaysintrade"
            },
            "stopLossPercentage": {
               "anyOf": [
                  {
                     "type": "integer"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Stoplosspercentage"
            },
            "takeProfitPercentage": {
               "anyOf": [
                  {
                     "type": "integer"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Takeprofitpercentage"
            },
            "atDaysToExpiration": {
               "anyOf": [
                  {
                     "type": "integer"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Atdaystoexpiration"
            }
         },
         "title": "BacktestExit",
         "type": "object"
      },
      "BacktestLeg": {
         "description": "Dataclass of parameters for placing legs of backtest trades.\nLeg delta must be a multiple of 5.",
         "properties": {
            "daysUntilExpiration": {
               "default": 45,
               "title": "Daysuntilexpiration",
               "type": "integer"
            },
            "delta": {
               "default": 15,
               "title": "Delta",
               "type": "integer"
            },
            "direction": {
               "default": "sell",
               "enum": [
                  "buy",
                  "sell"
               ],
               "title": "Direction",
               "type": "string"
            },
            "quantity": {
               "default": 1,
               "title": "Quantity",
               "type": "integer"
            },
            "side": {
               "default": "call",
               "enum": [
                  "call",
                  "put"
               ],
               "title": "Side",
               "type": "string"
            }
         },
         "title": "BacktestLeg",
         "type": "object"
      }
   },
   "required": [
      "symbol",
      "entryConditions",
      "exitConditions",
      "legs",
      "startDate"
   ]
}

Fields:¶

end_date (datetime.date)
entry_conditions (tastytrade.backtest.BacktestEntry)
exit_conditions (tastytrade.backtest.BacktestExit)
legs (list[tastytrade.backtest.BacktestLeg])
start_date (datetime.date)
status (str)
symbol (str)

pydantic model tastytrade.backtest.BacktestData¶

Bases: BaseModel

Dataclass for converting backtest JSON naming conventions to snake case.

Show JSON schema

{
   "title": "BacktestData",
   "description": "Dataclass for converting backtest JSON naming conventions to snake case.",
   "type": "object",
   "properties": {}
}

pydantic model tastytrade.backtest.BacktestEntry(*, useExactDte: bool = True, maximumActiveTrials: int | None = None, maximumActiveTrialsBehavior: 'close oldest' | "don't enter" | None = None, frequency: str = 'every day')¶

Bases: BacktestData

Dataclass of parameters for backtest trade entry.

Show JSON schema

{
   "title": "BacktestEntry",
   "description": "Dataclass of parameters for backtest trade entry.",
   "type": "object",
   "properties": {
      "useExactDte": {
         "default": true,
         "title": "Useexactdte",
         "type": "boolean"
      },
      "maximumActiveTrials": {
         "anyOf": [
            {
               "type": "integer"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Maximumactivetrials"
      },
      "maximumActiveTrialsBehavior": {
         "anyOf": [
            {
               "enum": [
                  "close oldest",
                  "don't enter"
               ],
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Maximumactivetrialsbehavior"
      },
      "frequency": {
         "default": "every day",
         "title": "Frequency",
         "type": "string"
      }
   }
}

Fields:¶

frequency (str)
maximum_active_trials (int | None)
maximum_active_trials_behavior (Literal['close oldest', "don't enter"] | None)
use_exact_DTE (bool)

pydantic model tastytrade.backtest.BacktestExit(*, afterDaysInTrade: int | None = None, stopLossPercentage: int | None = None, takeProfitPercentage: int | None = None, atDaysToExpiration: int | None = None)¶

Bases: BacktestData

Dataclass of parameters for backtest trade exit.

Show JSON schema

{
   "title": "BacktestExit",
   "description": "Dataclass of parameters for backtest trade exit.",
   "type": "object",
   "properties": {
      "afterDaysInTrade": {
         "anyOf": [
            {
               "type": "integer"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Afterdaysintrade"
      },
      "stopLossPercentage": {
         "anyOf": [
            {
               "type": "integer"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Stoplosspercentage"
      },
      "takeProfitPercentage": {
         "anyOf": [
            {
               "type": "integer"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Takeprofitpercentage"
      },
      "atDaysToExpiration": {
         "anyOf": [
            {
               "type": "integer"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Atdaystoexpiration"
      }
   }
}

Fields:¶

after_days_in_trade (int | None)
at_days_to_expiration (int | None)
stop_loss_percentage (int | None)
take_profit_percentage (int | None)

pydantic model tastytrade.backtest.BacktestLeg(*, daysUntilExpiration: int = 45, delta: int = 15, direction: 'buy' | 'sell' = 'sell', quantity: int = 1, side: 'call' | 'put' = 'call')¶

Bases: BacktestData

Dataclass of parameters for placing legs of backtest trades. Leg delta must be a multiple of 5.

Show JSON schema

{
   "title": "BacktestLeg",
   "description": "Dataclass of parameters for placing legs of backtest trades.\nLeg delta must be a multiple of 5.",
   "type": "object",
   "properties": {
      "daysUntilExpiration": {
         "default": 45,
         "title": "Daysuntilexpiration",
         "type": "integer"
      },
      "delta": {
         "default": 15,
         "title": "Delta",
         "type": "integer"
      },
      "direction": {
         "default": "sell",
         "enum": [
            "buy",
            "sell"
         ],
         "title": "Direction",
         "type": "string"
      },
      "quantity": {
         "default": 1,
         "title": "Quantity",
         "type": "integer"
      },
      "side": {
         "default": "call",
         "enum": [
            "call",
            "put"
         ],
         "title": "Side",
         "type": "string"
      }
   }
}

Fields:¶

days_until_expiration (int)
delta (int)
direction (Literal['buy', 'sell'])
quantity (int)
side (Literal['call', 'put'])

pydantic model tastytrade.backtest.BacktestParameters(*, symbol: str, startDate: date, endDate: date)¶

Bases: BacktestData

Dataclass containing valid start/end dates for a symbol.

Show JSON schema

{
   "title": "BacktestParameters",
   "description": "Dataclass containing valid start/end dates for a symbol.",
   "type": "object",
   "properties": {
      "symbol": {
         "title": "Symbol",
         "type": "string"
      },
      "startDate": {
         "format": "date",
         "title": "Startdate",
         "type": "string"
      },
      "endDate": {
         "format": "date",
         "title": "Enddate",
         "type": "string"
      }
   },
   "required": [
      "symbol",
      "startDate",
      "endDate"
   ]
}

Fields:¶

end_date (datetime.date)
start_date (datetime.date)
symbol (str)

pydantic model tastytrade.backtest.BacktestResponse(*, symbol: str, entryConditions: BacktestEntry, exitConditions: BacktestExit, legs: list[BacktestLeg], startDate: date, endDate: date = datetime.date(2024, 7, 31), status: str = 'pending', createdAt: datetime, id: str, results: BacktestResults, eta: int | None = None, progress: Decimal | None = None)¶

Bases: Backtest

Dataclass containing a backtest and associated information.

Show JSON schema

{
   "title": "BacktestResponse",
   "description": "Dataclass containing a backtest and associated information.",
   "type": "object",
   "properties": {
      "symbol": {
         "title": "Symbol",
         "type": "string"
      },
      "entryConditions": {
         "$ref": "#/$defs/BacktestEntry"
      },
      "exitConditions": {
         "$ref": "#/$defs/BacktestExit"
      },
      "legs": {
         "items": {
            "$ref": "#/$defs/BacktestLeg"
         },
         "title": "Legs",
         "type": "array"
      },
      "startDate": {
         "format": "date",
         "title": "Startdate",
         "type": "string"
      },
      "endDate": {
         "default": "2024-07-31",
         "format": "date",
         "title": "Enddate",
         "type": "string"
      },
      "status": {
         "default": "pending",
         "title": "Status",
         "type": "string"
      },
      "createdAt": {
         "format": "date-time",
         "title": "Createdat",
         "type": "string"
      },
      "id": {
         "title": "Id",
         "type": "string"
      },
      "results": {
         "$ref": "#/$defs/BacktestResults"
      },
      "eta": {
         "anyOf": [
            {
               "type": "integer"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Eta"
      },
      "progress": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Progress"
      }
   },
   "$defs": {
      "BacktestEntry": {
         "description": "Dataclass of parameters for backtest trade entry.",
         "properties": {
            "useExactDte": {
               "default": true,
               "title": "Useexactdte",
               "type": "boolean"
            },
            "maximumActiveTrials": {
               "anyOf": [
                  {
                     "type": "integer"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Maximumactivetrials"
            },
            "maximumActiveTrialsBehavior": {
               "anyOf": [
                  {
                     "enum": [
                        "close oldest",
                        "don't enter"
                     ],
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Maximumactivetrialsbehavior"
            },
            "frequency": {
               "default": "every day",
               "title": "Frequency",
               "type": "string"
            }
         },
         "title": "BacktestEntry",
         "type": "object"
      },
      "BacktestExit": {
         "description": "Dataclass of parameters for backtest trade exit.",
         "properties": {
            "afterDaysInTrade": {
               "anyOf": [
                  {
                     "type": "integer"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Afterdaysintrade"
            },
            "stopLossPercentage": {
               "anyOf": [
                  {
                     "type": "integer"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Stoplosspercentage"
            },
            "takeProfitPercentage": {
               "anyOf": [
                  {
                     "type": "integer"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Takeprofitpercentage"
            },
            "atDaysToExpiration": {
               "anyOf": [
                  {
                     "type": "integer"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Atdaystoexpiration"
            }
         },
         "title": "BacktestExit",
         "type": "object"
      },
      "BacktestLeg": {
         "description": "Dataclass of parameters for placing legs of backtest trades.\nLeg delta must be a multiple of 5.",
         "properties": {
            "daysUntilExpiration": {
               "default": 45,
               "title": "Daysuntilexpiration",
               "type": "integer"
            },
            "delta": {
               "default": 15,
               "title": "Delta",
               "type": "integer"
            },
            "direction": {
               "default": "sell",
               "enum": [
                  "buy",
                  "sell"
               ],
               "title": "Direction",
               "type": "string"
            },
            "quantity": {
               "default": 1,
               "title": "Quantity",
               "type": "integer"
            },
            "side": {
               "default": "call",
               "enum": [
                  "call",
                  "put"
               ],
               "title": "Side",
               "type": "string"
            }
         },
         "title": "BacktestLeg",
         "type": "object"
      },
      "BacktestResults": {
         "description": "Dataclass containing partial or finished results of a backtest.",
         "properties": {
            "snapshots": {
               "anyOf": [
                  {
                     "items": {
                        "$ref": "#/$defs/BacktestSnapshot"
                     },
                     "type": "array"
                  },
                  {
                     "type": "null"
                  }
               ],
               "title": "Snapshots"
            },
            "statistics": {
               "anyOf": [
                  {
                     "$ref": "#/$defs/BacktestStatistics"
                  },
                  {
                     "type": "null"
                  }
               ]
            },
            "trials": {
               "anyOf": [
                  {
                     "items": {
                        "$ref": "#/$defs/BacktestTrial"
                     },
                     "type": "array"
                  },
                  {
                     "type": "null"
                  }
               ],
               "title": "Trials"
            }
         },
         "required": [
            "snapshots",
            "statistics",
            "trials"
         ],
         "title": "BacktestResults",
         "type": "object"
      },
      "BacktestSnapshot": {
         "description": "Dataclass containing a snapshot in time during the backtest.",
         "properties": {
            "dateTime": {
               "format": "date-time",
               "title": "Datetime",
               "type": "string"
            },
            "profitLoss": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Profitloss"
            },
            "normalizedUnderlyingPrice": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Normalizedunderlyingprice"
            },
            "underlyingPrice": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Underlyingprice"
            }
         },
         "required": [
            "dateTime",
            "profitLoss"
         ],
         "title": "BacktestSnapshot",
         "type": "object"
      },
      "BacktestStatistics": {
         "description": "Dataclass containing statistics on the overall performance of a backtest.",
         "properties": {
            "Avg. BPR per trade": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Avg. Bpr Per Trade"
            },
            "Avg. daily change in PNL": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Avg. Daily Change In Pnl"
            },
            "Avg. daily change in net liq": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Avg. Daily Change In Net Liq"
            },
            "Avg. days in trade": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Avg. Days In Trade"
            },
            "Avg. premium": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Avg. Premium"
            },
            "Avg. profit/loss per trade": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Avg. Profit/Loss Per Trade"
            },
            "Avg. return per trade": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Avg. Return Per Trade"
            },
            "Highest profit": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Highest Profit"
            },
            "Loss percentage": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Loss Percentage"
            },
            "Losses": {
               "title": "Losses",
               "type": "integer"
            },
            "Max drawdown": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Max Drawdown"
            },
            "Number of trades": {
               "title": "Number Of Trades",
               "type": "integer"
            },
            "Premium capture rate": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Premium Capture Rate"
            },
            "Return on used capital": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Return On Used Capital"
            },
            "Total fees": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Total Fees"
            },
            "Total premium": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Total Premium"
            },
            "Total profit/loss": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Total Profit/Loss"
            },
            "Used capital": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Used Capital"
            },
            "Win percentage": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Win Percentage"
            },
            "Wins": {
               "title": "Wins",
               "type": "integer"
            },
            "Worst loss": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Worst Loss"
            }
         },
         "required": [
            "Avg. BPR per trade",
            "Avg. daily change in PNL",
            "Avg. daily change in net liq",
            "Avg. days in trade",
            "Avg. premium",
            "Avg. profit/loss per trade",
            "Avg. return per trade",
            "Highest profit",
            "Loss percentage",
            "Losses",
            "Max drawdown",
            "Number of trades",
            "Premium capture rate",
            "Return on used capital",
            "Total fees",
            "Total premium",
            "Total profit/loss",
            "Used capital",
            "Win percentage",
            "Wins",
            "Worst loss"
         ],
         "title": "BacktestStatistics",
         "type": "object"
      },
      "BacktestTrial": {
         "description": "Dataclass containing information on trades placed during the backtest.",
         "properties": {
            "closeDateTime": {
               "format": "date-time",
               "title": "Closedatetime",
               "type": "string"
            },
            "openDateTime": {
               "format": "date-time",
               "title": "Opendatetime",
               "type": "string"
            },
            "profitLoss": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Profitloss"
            }
         },
         "required": [
            "closeDateTime",
            "openDateTime",
            "profitLoss"
         ],
         "title": "BacktestTrial",
         "type": "object"
      }
   },
   "required": [
      "symbol",
      "entryConditions",
      "exitConditions",
      "legs",
      "startDate",
      "createdAt",
      "id",
      "results"
   ]
}

Fields:¶

created_at (datetime.datetime)
eta (int | None)
id (str)
progress (decimal.Decimal | None)
results (tastytrade.backtest.BacktestResults)

pydantic model tastytrade.backtest.BacktestResults(*, snapshots: list[BacktestSnapshot] | None, statistics: BacktestStatistics | None, trials: list[BacktestTrial] | None)¶

Bases: BacktestData

Dataclass containing partial or finished results of a backtest.

Show JSON schema

{
   "title": "BacktestResults",
   "description": "Dataclass containing partial or finished results of a backtest.",
   "type": "object",
   "properties": {
      "snapshots": {
         "anyOf": [
            {
               "items": {
                  "$ref": "#/$defs/BacktestSnapshot"
               },
               "type": "array"
            },
            {
               "type": "null"
            }
         ],
         "title": "Snapshots"
      },
      "statistics": {
         "anyOf": [
            {
               "$ref": "#/$defs/BacktestStatistics"
            },
            {
               "type": "null"
            }
         ]
      },
      "trials": {
         "anyOf": [
            {
               "items": {
                  "$ref": "#/$defs/BacktestTrial"
               },
               "type": "array"
            },
            {
               "type": "null"
            }
         ],
         "title": "Trials"
      }
   },
   "$defs": {
      "BacktestSnapshot": {
         "description": "Dataclass containing a snapshot in time during the backtest.",
         "properties": {
            "dateTime": {
               "format": "date-time",
               "title": "Datetime",
               "type": "string"
            },
            "profitLoss": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Profitloss"
            },
            "normalizedUnderlyingPrice": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Normalizedunderlyingprice"
            },
            "underlyingPrice": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Underlyingprice"
            }
         },
         "required": [
            "dateTime",
            "profitLoss"
         ],
         "title": "BacktestSnapshot",
         "type": "object"
      },
      "BacktestStatistics": {
         "description": "Dataclass containing statistics on the overall performance of a backtest.",
         "properties": {
            "Avg. BPR per trade": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Avg. Bpr Per Trade"
            },
            "Avg. daily change in PNL": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Avg. Daily Change In Pnl"
            },
            "Avg. daily change in net liq": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Avg. Daily Change In Net Liq"
            },
            "Avg. days in trade": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Avg. Days In Trade"
            },
            "Avg. premium": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Avg. Premium"
            },
            "Avg. profit/loss per trade": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Avg. Profit/Loss Per Trade"
            },
            "Avg. return per trade": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Avg. Return Per Trade"
            },
            "Highest profit": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Highest Profit"
            },
            "Loss percentage": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Loss Percentage"
            },
            "Losses": {
               "title": "Losses",
               "type": "integer"
            },
            "Max drawdown": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Max Drawdown"
            },
            "Number of trades": {
               "title": "Number Of Trades",
               "type": "integer"
            },
            "Premium capture rate": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Premium Capture Rate"
            },
            "Return on used capital": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Return On Used Capital"
            },
            "Total fees": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Total Fees"
            },
            "Total premium": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Total Premium"
            },
            "Total profit/loss": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Total Profit/Loss"
            },
            "Used capital": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Used Capital"
            },
            "Win percentage": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Win Percentage"
            },
            "Wins": {
               "title": "Wins",
               "type": "integer"
            },
            "Worst loss": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Worst Loss"
            }
         },
         "required": [
            "Avg. BPR per trade",
            "Avg. daily change in PNL",
            "Avg. daily change in net liq",
            "Avg. days in trade",
            "Avg. premium",
            "Avg. profit/loss per trade",
            "Avg. return per trade",
            "Highest profit",
            "Loss percentage",
            "Losses",
            "Max drawdown",
            "Number of trades",
            "Premium capture rate",
            "Return on used capital",
            "Total fees",
            "Total premium",
            "Total profit/loss",
            "Used capital",
            "Win percentage",
            "Wins",
            "Worst loss"
         ],
         "title": "BacktestStatistics",
         "type": "object"
      },
      "BacktestTrial": {
         "description": "Dataclass containing information on trades placed during the backtest.",
         "properties": {
            "closeDateTime": {
               "format": "date-time",
               "title": "Closedatetime",
               "type": "string"
            },
            "openDateTime": {
               "format": "date-time",
               "title": "Opendatetime",
               "type": "string"
            },
            "profitLoss": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "type": "string"
                  }
               ],
               "title": "Profitloss"
            }
         },
         "required": [
            "closeDateTime",
            "openDateTime",
            "profitLoss"
         ],
         "title": "BacktestTrial",
         "type": "object"
      }
   },
   "required": [
      "snapshots",
      "statistics",
      "trials"
   ]
}

Fields:¶

snapshots (list[tastytrade.backtest.BacktestSnapshot] | None)
statistics (tastytrade.backtest.BacktestStatistics | None)
trials (list[tastytrade.backtest.BacktestTrial] | None)

class tastytrade.backtest.BacktestSession(session: Session)¶

Bases: object

Class for creating a backtesting session which can be reused for multiple backtests.

Example usage:

from tastytrade import BacktestSession, Backtest
from tqdm.asyncio import tqdm  # progress bar

backtest = Backtest(...)
backtest_session = BacktestSession(session)
results = [r async for r in tqdm(backtest_session.run(backtest))]
print(results[-1])

async available_parameters() → list[BacktestParameters]¶: Get a list of available symbols for backtesting, as well as valid testing dates for each symbol.

async cancel(backtest_id: str) → bool¶

Cancel the running backtest with the given ID.

Parameters:¶

backtest_id: str¶: ID of the backtest to cancel

async delete() → bool¶: Delete the active backtesting session.

async get(backtest_id: str) → BacktestResponse¶: Fetch a specific past backtest by ID.

async run(backtest: Backtest) → AsyncGenerator[BacktestResponse, None]¶

Run the given backtest and yield results progresively.

Parameters:¶

backtest: Backtest¶: configuration for the backtest

pydantic model tastytrade.backtest.BacktestSnapshot(*, dateTime: datetime, profitLoss: Decimal, normalizedUnderlyingPrice: Decimal | None = None, underlyingPrice: Decimal | None = None)¶

Bases: BacktestData

Dataclass containing a snapshot in time during the backtest.

Show JSON schema

{
   "title": "BacktestSnapshot",
   "description": "Dataclass containing a snapshot in time during the backtest.",
   "type": "object",
   "properties": {
      "dateTime": {
         "format": "date-time",
         "title": "Datetime",
         "type": "string"
      },
      "profitLoss": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Profitloss"
      },
      "normalizedUnderlyingPrice": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Normalizedunderlyingprice"
      },
      "underlyingPrice": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Underlyingprice"
      }
   },
   "required": [
      "dateTime",
      "profitLoss"
   ]
}

Fields:¶

date_time (datetime.datetime)
normalized_underlying_price (decimal.Decimal | None)
profit_loss (decimal.Decimal)
underlying_price (decimal.Decimal | None)

pydantic model tastytrade.backtest.BacktestStatistics(*, avg_bp_per_trade: Decimal, avg_daily_pnl_change: Decimal, avg_daily_net_liq_change: Decimal, avg_days_in_trade: Decimal, avg_premium: Decimal, avg_profit_loss_per_trade: Decimal, avg_return_per_trade: Decimal, highest_profit: Decimal, loss_percentage: Decimal, Losses: int, max_drawdown: Decimal, number_of_trades: int, premium_capture_rate: Decimal, return_on_used_capital: Decimal, total_fees: Decimal, total_premium: Decimal, total_profit_loss: Decimal, used_capital: Decimal, win_percentage: Decimal, Wins: int, worst_loss: Decimal)¶

Bases: BaseModel

Dataclass containing statistics on the overall performance of a backtest.

Show JSON schema

{
   "title": "BacktestStatistics",
   "description": "Dataclass containing statistics on the overall performance of a backtest.",
   "type": "object",
   "properties": {
      "Avg. BPR per trade": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Avg. Bpr Per Trade"
      },
      "Avg. daily change in PNL": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Avg. Daily Change In Pnl"
      },
      "Avg. daily change in net liq": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Avg. Daily Change In Net Liq"
      },
      "Avg. days in trade": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Avg. Days In Trade"
      },
      "Avg. premium": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Avg. Premium"
      },
      "Avg. profit/loss per trade": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Avg. Profit/Loss Per Trade"
      },
      "Avg. return per trade": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Avg. Return Per Trade"
      },
      "Highest profit": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Highest Profit"
      },
      "Loss percentage": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Loss Percentage"
      },
      "Losses": {
         "title": "Losses",
         "type": "integer"
      },
      "Max drawdown": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Max Drawdown"
      },
      "Number of trades": {
         "title": "Number Of Trades",
         "type": "integer"
      },
      "Premium capture rate": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Premium Capture Rate"
      },
      "Return on used capital": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Return On Used Capital"
      },
      "Total fees": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Total Fees"
      },
      "Total premium": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Total Premium"
      },
      "Total profit/loss": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Total Profit/Loss"
      },
      "Used capital": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Used Capital"
      },
      "Win percentage": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Win Percentage"
      },
      "Wins": {
         "title": "Wins",
         "type": "integer"
      },
      "Worst loss": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Worst Loss"
      }
   },
   "required": [
      "Avg. BPR per trade",
      "Avg. daily change in PNL",
      "Avg. daily change in net liq",
      "Avg. days in trade",
      "Avg. premium",
      "Avg. profit/loss per trade",
      "Avg. return per trade",
      "Highest profit",
      "Loss percentage",
      "Losses",
      "Max drawdown",
      "Number of trades",
      "Premium capture rate",
      "Return on used capital",
      "Total fees",
      "Total premium",
      "Total profit/loss",
      "Used capital",
      "Win percentage",
      "Wins",
      "Worst loss"
   ]
}

pydantic model tastytrade.backtest.BacktestTrial(*, closeDateTime: datetime, openDateTime: datetime, profitLoss: Decimal)¶

Bases: BacktestData

Dataclass containing information on trades placed during the backtest.

Show JSON schema

{
   "title": "BacktestTrial",
   "description": "Dataclass containing information on trades placed during the backtest.",
   "type": "object",
   "properties": {
      "closeDateTime": {
         "format": "date-time",
         "title": "Closedatetime",
         "type": "string"
      },
      "openDateTime": {
         "format": "date-time",
         "title": "Opendatetime",
         "type": "string"
      },
      "profitLoss": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "type": "string"
            }
         ],
         "title": "Profitloss"
      }
   },
   "required": [
      "closeDateTime",
      "openDateTime",
      "profitLoss"
   ]
}

Fields:¶

close_date_time (datetime.datetime)
open_date_time (datetime.datetime)
profit_loss (decimal.Decimal)