Struct PerformanceTracker 

pub struct PerformanceTracker { /* private fields */ }

Incremental performance tracker.

Implementations

impl PerformanceTracker

pub fn new( mode: impl Into<String>, starting_balance_usdc: Option<Decimal>, instrument: Option<InstrumentId>, ) -> Self

Create a tracker for one run mode and optional starting balance.

pub fn set_instrument(&mut self, instrument: InstrumentId)

Set the instrument if it has not already been set.

pub fn record_equity_point( &mut self, ts_ms: i64, price: Option<Decimal>, net_pnl: Decimal, )

Record a new equity point.

pub fn snapshot( &self, fills: &[OrderFilledEvent], positions: &[Position], ) -> PerformanceMetricsSnapshot

Build a full performance snapshot from fills and positions.

pub fn equity_curve(&self) -> Vec<BacktestEquityPoint>

Return a copy of the equity curve.

pub fn closed_trades( &self, fills: &[OrderFilledEvent], ) -> Vec<BacktestClosedTrade>

Reconstruct closed trades from fills.

pub fn metrics( &self, fills: &[OrderFilledEvent], positions: &[Position], ) -> PerformanceMetrics

Calculate only the metrics block.

pub fn benchmark(&self, net_pnl: Decimal) -> PerformanceBenchmark

Build benchmark context for the current run.

Trait Implementations

impl Clone for PerformanceTracker

fn clone(&self) -> PerformanceTracker

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for PerformanceTracker

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.