BacktestRequest (Class)

BacktestRequest class defines properties for initiating a backtest of your strategy.

Property	Property Type	Description
Uid	String	Unique id of a backtest run. This will be filled by the QuantEngineClient class Backtest method.
StartDate	DateTime	Start date of the backtest.
EndDate	DateTime	End date of the backtest.
ApiKey	String	ApiKey of your brokerage account (like Alpaca ApiKey). Mandatory for Alpaca users.
ApiSecretKey	String	ApiSecretKey of your brokerage account (like Alpaca ApiSecretKey). Mandatory for Alpaca users.
ClientCode	String	Client code of your brokerage account (like NorthEast client code). Applicable for India Brokerage users. Optional.
Password	String	Password of your brokerage account (like NorthEast user password). Applicable for India Brokerage users. Optional.
TwoFactorAuth	String	TwoFactorAuth of your brokerage account (like NorthEast two factor authentication code). Applicable for India Brokerage users. Optional.
SamplingTimeInSeconds	Integer (32-bit)	Sampling time in seconds, which determines at what intervals the tick data has to be streamed to your strategy. For example, If this value is 0, then each tick is streamed to your strategy. If this value is 5, then ticks data for every 5 seconds will be streamed to your strategy.
BrokeragePlatform	BrokeragePlatform	Brokerage platform to be used for backtesting.