add backtest docs

docs/backtest.rst

@@ -0,0 +1,35 @@
+Backtesting
+===========
+
+Backtesting is a beta feature recently added to Tastytrade, so please report any issues!
+
+Let's see how to perform a backtest:
+
+.. code-block:: python
+
+   from datetime import timedelta
+   from tastytrade import (
+       Backtest,
+       BacktestEntry,
+       BacktestExit,
+       BacktestLeg,
+       BacktestSession,
+       today_in_new_york
+    )
+    from tqdm.asyncio import tqdm  # progress bar
+    backtest_session = BacktestSession(session)
+    backtest = Backtest(
+        symbol="SPY",
+        entry_conditions=BacktestEntry(),
+        exit_conditions=BacktestExit(at_days_to_expiration=21),
+        legs=[BacktestLeg(), BacktestLeg(side="put")],
+        start_date=today_in_new_york() - timedelta(days=365)
+    )
+    results = [r async for r in tqdm(backtest_session.run(backtest))]
+    print(results[-1])
+
+.. note::
+   As of the time of this writing, the end date of a backtest must be on or before July 31, 2024.
+
+There are lots of configuration options you can find in the documentation for each class.
+The ``run`` function is an ``AsyncGenerator``, so you can do something else while a backtest is running, show a progress bar, or maybe even run several at once!

docs/index.rst

@@ -29,6 +29,7 @@ A simple, reverse-engineered SDK for Tastytrade built on their (now mostly publi
    orders
    account-streamer
    data-streamer
+   backtest
    watchlists
 
 .. toctree::

docs/tastytrade.rst

@@ -7,6 +7,12 @@ Account
    :members:
    :show-inheritance:
 
+Backtesting
+-----------
+.. automodule:: tastytrade.backtest
+   :members:
+   :show-inheritance:
+
 Instruments
 -----------
 .. automodule:: tastytrade.instruments

tastytrade/__init__.py

@@ -11,6 +11,18 @@
 # ruff: noqa: E402
 
 from .account import Account
+from .backtest import (
+    Backtest,
+    BacktestEntry,
+    BacktestExit,
+    BacktestLeg,
+    BacktestResponse,
+    BacktestResults,
+    BacktestSession,
+    BacktestSnapshot,
+    BacktestStatistics,
+    BacktestTrial,
+)
 from .dxfeed import EventType
 from .instruments import (
     Cryptocurrency,
@@ -61,6 +73,16 @@
     "Account",
     "AlertStreamer",
     "AlertType",
+    "Backtest",
+    "BacktestEntry",
+    "BacktestExit",
+    "BacktestLeg",
+    "BacktestResponse",
+    "BacktestResults",
+    "BacktestSession",
+    "BacktestSnapshot",
+    "BacktestStatistics",
+    "BacktestTrial",
     "ComplexOrderType",
     "Cryptocurrency",
     "DXLinkStreamer",