Trait BacktestModel 

pub trait BacktestModel {
    type Event;
    type State: Clone;
    type Action: Clone;

    // Required methods
    fn initial_state(&self) -> Self::State;
    fn initial_value(&self, state: &Self::State) -> f64;
    fn timestamp(&self, event: &Self::Event) -> i64;
    fn decide(
        &mut self,
        event: &Self::Event,
        state: &Self::State,
    ) -> Result<Vec<Self::Action>, String>;
    fn apply(
        &mut self,
        event: &Self::Event,
        action: &Self::Action,
        state: &mut Self::State,
    ) -> Result<(), String>;
    fn value(&self, event: &Self::Event, state: &Self::State) -> f64;
}

Product-supplied deterministic replay behavior.

Required Associated Types

type Event

Historical input event type.

type State: Clone

Replay state carried between events.

type Action: Clone

Decision produced by the model.

Required Methods

fn initial_state(&self) -> Self::State

State before the first event.

fn initial_value(&self, state: &Self::State) -> f64

Starting value used for return and drawdown.

fn timestamp(&self, event: &Self::Event) -> i64

Monotonic timestamp of an event.

fn decide( &mut self, event: &Self::Event, state: &Self::State, ) -> Result<Vec<Self::Action>, String>

Produce decisions from the current event and pre-transition state.

fn apply( &mut self, event: &Self::Event, action: &Self::Action, state: &mut Self::State, ) -> Result<(), String>

Apply one decision. The model owns domain-specific transition rules.

fn value(&self, event: &Self::Event, state: &Self::State) -> f64

Mark the state after all actions for the event have been applied.

Dyn Compatibility

This trait is dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors