Simulation
Check the performance of your Alpha Model
Note: Ensure your simulation dates align with the position data. Future updates will improve this process.
Load or Create Your Position
Setup Simulation
Define your model universe, alpha model, and simulation dates.
Key Parameters
Date Settings
start: Backtest start date (int, YYYYMMDD format)
end: Backtest end date (int, YYYYMMDD format)
Cost Settings
buy_fee_tax: Buy fee (float, basis point)
sell_fee_tax: Sell fee (float, basis point)
slippage: Slippage (float, basis point)
dividend_tax: Dividend tax (float, basis point)
Capital Settings
initial_cash: Initial investment amount (float)
volume_capacity_ratio: Trading volume limitation ratio (float)
Execution Settings
resample_period: Resampling period (None, "W", "M", "Q")
rebalancing_method: Rebalancing method ("auto", "W", "M", "Q", "by_position")
core_type: Backtest engine type ("basic", "id_fund", "vn")
Other Settings
debug: Activate debug mode (bool)
drip: Dividend processing method (None, "cash", "reinvest")
currency: Base currency ("KRW", "USD", "IDR", "VND")
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