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

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>

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