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BacktestResult

bot_engine::runner

Struct BacktestResult

pub struct BacktestResult {Show 15 fields
    pub fills: Vec<BacktestFill>,
    pub trade_count: usize,
    pub metrics: PerformanceMetrics,
    pub benchmark: PerformanceBenchmark,
    pub equity_curve: Vec<BacktestEquityPoint>,
    pub closed_trades: Vec<BacktestClosedTrade>,
    pub final_position_qty: String,
    pub avg_entry_price: Option<String>,
    pub realized_pnl: String,
    pub unrealized_pnl: Option<String>,
    pub total_fees: String,
    pub total_volume: String,
    pub net_pnl: String,
    pub positions: Vec<BacktestPositionSummary>,
    pub exit_reason: Option<String>,
}

Expand description

Backtest result summary for JSON output

Fields§

§fills: Vec<BacktestFill>

Serialized fill records.

§trade_count: usize

Number of fills.

§metrics: PerformanceMetrics

Calculated performance metrics.

§benchmark: PerformanceBenchmark

Benchmark context.

§equity_curve: Vec<BacktestEquityPoint>

Equity curve.

§closed_trades: Vec<BacktestClosedTrade>

Reconstructed closed trades.

§final_position_qty: String

Legacy single-instrument final position quantity.

§avg_entry_price: Option<String>

Legacy single-instrument average entry price.

§realized_pnl: String

Legacy single-instrument realized PnL.

§unrealized_pnl: Option<String>

Legacy single-instrument unrealized PnL.

§total_fees: String

Total fees as a decimal string.

§total_volume: String

Total traded volume as a decimal string.

§net_pnl: String

Net PnL as a decimal string.

§positions: Vec<BacktestPositionSummary>

Position summaries by instrument.

§exit_reason: Option<String>

Strategy or runner exit reason.

Trait Implementations§

impl Clone for BacktestResult

fn clone(&self) -> BacktestResult

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more

impl Debug for BacktestResult

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

Formats the value using the given formatter. Read more

impl Serialize for BacktestResult

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

impl Freeze for BacktestResult

impl RefUnwindSafe for BacktestResult

impl Send for BacktestResult

impl Sync for BacktestResult

impl Unpin for BacktestResult

impl UnsafeUnpin for BacktestResult

impl UnwindSafe for BacktestResult

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> DynClone for T
where T: Clone,

fn __clone_box(&self, _: Private) -> *mut ()

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow only if self and other return Action::Follow. Read more

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow if either self or other returns Action::Follow. Read more

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more