| AlgorithmWarmingUpOrderResponseErrorAnalysis |
Detects orders placed during the algorithm warm-up period.... |
| BaseResultsAnalysis |
Abstract base class for all backtest diagnostic tests. |
| BrokerageModelRefusedToSubmitOrderOrderResponseErrorAnalysis |
Detects brokerage-model-refused-to-submit-order errors and dispatches to... |
| BrokerageModelRefusedToUpdateOrderOrderResponseErrorAnalysis |
Detects brokerage-model-refused-to-update-order errors. |
| CrisisEventsAnalysis |
Compares the strategy's Sharpe ratio to the benchmark's across known... |
| EuropeanOptionNotExpiredOnExerciseOrderResponseErrorAnalysis |
Detects attempts to exercise a European option before expiry.... |
| ExceededMaximumOrdersOrderResponseErrorAnalysis |
Detects the "exceeded maximum orders" error. |
| ExceedsShortableQuantityOrderResponseErrorAnalysis |
Detects orders rejected because they exceed the available shortable quantity. |
| ExchangeNotOpenOrderResponseErrorAnalysis |
Detects "exchange not open" order response errors.... |
| ExecutionSpeedAnalysis |
Detects slow execution by parsing the last log line.... |
| FlatEquityCurveAnalysis |
Detects prolonged flat (zero-change) segments in the equity curve. |
| ForexConversionRateZeroOrderResponseErrorAnalysis |
Detects zero Forex conversion rate errors. |
| InsightsEmittedForDelistedSecuritiesAnalysis |
Detects the QC warning about emitting insights for delisted securities. |
| InsufficientBuyingPowerOrderResponseErrorAnalysis |
Detects insufficient-buying-power order rejections. |
| MarginCallsAnalysis |
Detects margin-call events in the backtest logs. |
| MarketOnCloseOrderTooLateOrderResponseErrorAnalysis |
Detects MarketOnClose orders submitted too early in the day. |
| MarketOnOpenNotAllowedDuringRegularHoursOrderResponseErrorAnalysis |
Detects MarketOnOpen orders submitted during regular trading hours. |
| MonteCarloPercentileAnalysis |
Block-bootstrap Monte Carlo test: flags strategies whose total return... |
| NonTradableSecurityOrderResponseErrorAnalysis |
Detects orders placed for non-tradable securities. |
| OptionOrderOnStockSplitOrderResponseErrorAnalysis |
Detects Option orders placed when the underlying stock had a split. |
| OrderFillsDuringExtendedMarketHoursAnalysis |
Detects order fills that occurred outside regular market hours. |
| OrderQuantityLessThanLotSizeOrderResponseErrorAnalysis |
Detects orders with quantity below the security's lot size. |
| OrderQuantityZeroOrderResponseErrorAnalysis |
Detects zero-quantity order errors. |
| OrderResponseErrorAnalysis |
Abstract base class for analyses that detect specific order-response errors... |
| ParameterCountAnalysis |
Warns when too many numeric parameters are detected in the algorithm. |
| PerformanceRelativeToBenchmarkAnalysis |
Compares the full-period Sharpe ratio of the strategy to the benchmark. |
| PortfolioMarginUsageAnalysis |
Detects periods where the portfolio under-utilises available margin... |
| PortfolioValueIsNotPositiveAnalysis |
Flags backtests whose ending equity is zero or negative. |
| SecurityPriceZeroOrderResponseErrorAnalysis |
Detects orders placed when the security price is zero. |
| StaleOrderFillsAnalysis |
Detects orders filled at stale (outdated) prices. |
| StatisticalSignificanceOfDailyReturnsAnalysis |
One-sample t-test: tests whether the strategy's excess daily returns... |
| TakeProfitAndStopLossOrdersAnalysis |
Detects TP/SL order pairs where both filled, or where the surviving leg... |
| UnsupportedOptionExerciseQuantityAnalysis |
Detects attempts to exercise more Option contracts than are currently held in the portfolio. |
| UnsupportedOptionShortPositionExerciseAnalysis |
Detects attempts to exercise an Option contract while holding a short position. |