Module performance_metrics 

Shared performance metrics for backtests and upstream sync payloads.

Structs

BacktestClosedTrade

Closed trade reconstructed from fill history.

BacktestEquityPoint

Equity curve point emitted by backtests.

PerformanceBenchmark

Benchmark context for a performance snapshot.

PerformanceMetrics

Calculated performance metrics.

PerformanceMetricsSnapshot

Serializable performance snapshot.

PerformanceTracker

Incremental performance tracker.

Functions

build_closed_trades

Reconstruct closed trades from ordered fills.

total_volume

Calculate total traded volume from fills.