Configuration Cheat Sheet¶

This page provides quick, scan-friendly config examples. For full details, see reference/configuration.md.

Quick Start (C++ Engine Config)¶

engine:
  initial_capital: 100000
  currency: "USD"

plugins:
  search_paths:
    - examples/plugins/custom_regime/build
  load:
    - libcustom_regime_detector.so

data:
  type: csv
  data_directory: examples/backtest_basic/data
  file_pattern: "{symbol}.csv"
  has_header: true

symbols:
  - AAPL
  - MSFT

strategy:
  name: moving_average_cross
  params:
    fast_period: 10
    slow_period: 30
    quantity: 5

regime:
  detector: hmm
  hmm:
    states: 4
    window: 20

execution:
  slippage:
    type: fixed_bps
    bps: 1.0
  commission:
    type: fixed
    amount: 0.005

risk:
  limits:
    max_drawdown: 0.2
    max_position_pct: 0.1

Quick Start (Python BacktestConfig YAML)¶

data_source: csv
data:
  data_directory: examples/backtest_basic/data
  file_pattern: "{symbol}.csv"
  has_header: true

symbols:
  - AAPL
  - MSFT

start_date: "2019-01-01"
end_date: "2020-12-31"
bar_type: "1d"
initial_capital: 100000.0
currency: "USD"

regime_detector: hmm
regime_params:
  hmm:
    states: 4
    window: 20

slippage_model: fixed_bps
slippage_params:
  bps: 1.0

commission_model: fixed
commission_params:
  amount: 0.005

risk_params:
  limits:
    max_position_pct: 0.1

strategy_params:
  fast_period: 10
  slow_period: 30
  quantity: 5

Common Keys (C++ Engine Config)¶

engine.initial_capital
engine.currency
plugins.search_paths
plugins.load
data.type
data.data_directory
data.file_pattern
strategy.name
strategy.params
regime.detector
execution.slippage.type
execution.commission.type
risk.limits.*

Common Keys (Python BacktestConfig)¶

data_source
data (object)
symbols
start_date, end_date, bar_type
initial_capital, currency
regime_detector, regime_params
slippage_model, slippage_params
commission_model, commission_params
risk_params.limits.*
strategy_params