An event-driven Rust engine for building and evaluating quantitative trading agents. Features a Gym-style API for algorithmic backtesting and reinforcement learning.
/// A generic trait for incremental indicators.
/// Designed to be object-safe so agents can hold `Box<dyn StreamingIndicator<Input=I, Output=O>>`.
pubtraitStreamingIndicator: std::fmt::Debug + Send + Sync {typeInput;typeOutput<'a>whereSelf:'a;/// Update the indicator with the latest data point.
fnupdate(&mutself, input:Self::Input)->Self::Output<'_>;/// Reset the internal state to clear history (e.g., for a new trading session).
fnreset(&mutself);}