backtest

backtest(config_path: pathlib.Path = <typer.models.ArgumentInfo object>, backtest_config_path: pathlib.Path = <typer.models.ArgumentInfo object>, target_path: pathlib.Path = <typer.models.ArgumentInfo object>, freq: str = <typer.models.ArgumentInfo object>, output_path: pathlib.Path = <typer.models.ArgumentInfo object>, exog_path: typing.Optional[pathlib.Path] = <typer.models.ArgumentInfo object>, known_future: typing.Optional[typing.List[str]] = <typer.models.ArgumentInfo object>)[source]

Command to run backtest with etna without coding.

Expected format of csv with target timeseries:

 ============= =========== ==========

timestamp segment target

2020-01-01

segment_1

1

2020-01-02

segment_1

2

2020-01-03

segment_1

3

2020-01-04

segment_1

4

2020-01-10

segment_2

10

2020-01-11

segment_2

20

Expected format of csv with exogenous timeseries:

 ============= =========== =============== ===============

timestamp segment regressor_1 regressor_2

2020-01-01

segment_1

11

12

2020-01-02

segment_1

22

13

2020-01-03

segment_1

31

14

2020-01-04

segment_1

42

15

2020-02-10

segment_2

101

61

2020-02-11

segment_2

205

54

Parameters
  • config_path (pathlib.Path) –

  • backtest_config_path (pathlib.Path) –

  • target_path (pathlib.Path) –

  • freq (str) –

  • output_path (pathlib.Path) –

  • exog_path (Optional[pathlib.Path]) –

  • known_future (Optional[List[str]]) –