List of all items
Structs
- data::MarketMeta
- data::historical::MarketFeed
- data::live::MarketFeed
- engine::Engine
- engine::EngineBuilder
- engine::EngineLego
- engine::trader::Trader
- engine::trader::TraderBuilder
- engine::trader::TraderLego
- event::EventTx
- execution::Fees
- execution::FillEvent
- execution::FillEventBuilder
- execution::simulated::Config
- execution::simulated::SimulatedExecution
- portfolio::Balance
- portfolio::OrderEvent
- portfolio::OrderEventBuilder
- portfolio::allocator::DefaultAllocator
- portfolio::portfolio::MetaPortfolio
- portfolio::portfolio::MetaPortfolioBuilder
- portfolio::portfolio::PortfolioLego
- portfolio::position::Position
- portfolio::position::PositionBuilder
- portfolio::position::PositionExit
- portfolio::position::PositionMeta
- portfolio::position::PositionUpdate
- portfolio::repository::in_memory::InMemoryRepository
- portfolio::repository::redis::Config
- portfolio::repository::redis::RedisRepository
- portfolio::repository::redis::RedisRepositoryBuilder
- portfolio::risk::DefaultRisk
- statistic::dispersion::Dispersion
- statistic::dispersion::Range
- statistic::metric::EquityPoint
- statistic::metric::drawdown::AvgDrawdown
- statistic::metric::drawdown::Drawdown
- statistic::metric::drawdown::MaxDrawdown
- statistic::metric::ratio::CalmarRatio
- statistic::metric::ratio::SharpeRatio
- statistic::metric::ratio::SortinoRatio
- statistic::summary::data::DataSummary
- statistic::summary::drawdown::DrawdownSummary
- statistic::summary::pnl::PnLReturnSummary
- statistic::summary::pnl::ProfitLossSummary
- statistic::summary::trading::Config
- statistic::summary::trading::TearSheet
- statistic::summary::trading::TradingSummary
- strategy::Signal
- strategy::SignalForceExit
- strategy::SignalStrength
- strategy::example::Config
- strategy::example::RSIStrategy
Enums
- data::Feed
- data::error::DataError
- engine::Command
- engine::error::EngineError
- event::Event
- execution::error::ExecutionError
- portfolio::OrderType
- portfolio::error::PortfolioError
- portfolio::repository::error::RepositoryError
- statistic::error::StatisticError
- strategy::Decision
Traits
- data::MarketGenerator
- event::MessageTransmitter
- execution::ExecutionClient
- portfolio::FillUpdater
- portfolio::MarketUpdater
- portfolio::OrderGenerator
- portfolio::allocator::OrderAllocator
- portfolio::position::PositionEnterer
- portfolio::position::PositionExiter
- portfolio::position::PositionUpdater
- portfolio::repository::BalanceHandler
- portfolio::repository::PositionHandler
- portfolio::repository::StatisticHandler
- portfolio::risk::OrderEvaluator
- statistic::metric::ratio::Ratio
- statistic::summary::Initialiser
- statistic::summary::PositionSummariser
- statistic::summary::TableBuilder
- strategy::SignalGenerator
Functions
- portfolio::portfolio::parse_signal_decisions
- portfolio::position::determine_position_id
- portfolio::repository::determine_exited_positions_id
- statistic::algorithm::welford_online::calculate_mean
- statistic::algorithm::welford_online::calculate_population_variance
- statistic::algorithm::welford_online::calculate_recurrence_relation_m
- statistic::algorithm::welford_online::calculate_sample_variance
- statistic::de_duration_from_secs
- statistic::metric::ratio::calculate_annual
- statistic::metric::ratio::calculate_daily
- statistic::se_duration_as_secs
- statistic::summary::combine
- statistic::summary::trading::calculate_trading_duration
- test_util::fill_event
- test_util::market_event_candle
- test_util::market_event_trade
- test_util::order_event
- test_util::position
- test_util::signal