Struct BacktestConfigBuilder 

pub struct BacktestConfigBuilder { /* private fields */ }

Builder for BacktestConfig

Implementations

impl BacktestConfigBuilder

pub fn initial_capital(self, capital: f64) -> Self

Set initial capital

pub fn commission(self, fee: f64) -> Self

Set flat commission per trade

pub fn commission_pct(self, pct: f64) -> Self

Set commission as percentage of trade value

pub fn slippage_pct(self, pct: f64) -> Self

Set slippage as percentage of price

pub fn position_size_pct(self, pct: f64) -> Self

Set position size as fraction of available equity

pub fn max_positions(self, max: usize) -> Self

Set maximum concurrent positions

pub fn unlimited_positions(self) -> Self

Allow unlimited concurrent positions

pub fn allow_short(self, allow: bool) -> Self

Allow or disallow short selling

pub fn min_signal_strength(self, threshold: f64) -> Self

Set minimum signal strength threshold

pub fn stop_loss_pct(self, pct: f64) -> Self

Set stop-loss percentage (auto-exit if loss exceeds this)

pub fn take_profit_pct(self, pct: f64) -> Self

Set take-profit percentage (auto-exit if profit exceeds this)

pub fn close_at_end(self, close: bool) -> Self

Set whether to close open positions at end of backtest

pub fn risk_free_rate(self, rate: f64) -> Self

Set annual risk-free rate for Sharpe/Sortino/Calmar calculations (0.0 - 1.0)

Use the current T-bill rate for accurate ratios (e.g. 0.05 for 5%).

pub fn trailing_stop_pct(self, pct: f64) -> Self

Set trailing stop percentage (0.0 - 1.0).

For longs: exits when price drops this fraction below its peak since entry. For shorts: exits when price rises this fraction above its trough since entry.

pub fn reinvest_dividends(self, reinvest: bool) -> Self

Enable or disable dividend reinvestment

When true, dividend income is reinvested (added to P&L as additional hypothetical shares).

pub fn bars_per_year(self, n: f64) -> Self

Set the number of bars per calendar year for annualisation.

Defaults to 252.0 (US equity daily bars). Common values:

• 252.0 — daily US equity
• 52.0 — weekly
• 12.0 — monthly
• 252.0 * 6.5 (≈ 1638) — hourly (6.5-hour trading day)

pub fn spread_pct(self, pct: f64) -> Self

Set symmetric bid-ask spread as a fraction of price (0.0 – 1.0).

Half the spread is applied adversely on entry and half on exit, independent of slippage_pct. For example, 0.0002 represents a 2-basis-point spread (1 bp per side).

pub fn transaction_tax_pct(self, pct: f64) -> Self

Set the transaction tax as a fraction of trade value, applied on buys only.

Models purchase taxes such as UK Stamp Duty (0.005 = 0.5 %). Applied on long entries and short covers; not applied on sells.

pub fn commission_fn<F>(self, f: F) -> Self

where F: Fn(f64, f64) -> f64 + Send + Sync + 'static,

Set a custom commission function f(size, price) -> commission.

Replaces the flat commission and percentage commission_pct fields. Use this to model broker-specific fee schedules.

Example

use finance_query::backtesting::BacktestConfig;

// $0.005 per share, minimum $1.00 per order
let config = BacktestConfig::builder()
    .commission_fn(|size, price| (size * 0.005_f64).max(1.00))
    .build()
    .unwrap();

pub fn build(self) -> Result<BacktestConfig>

Build and validate the configuration

Trait Implementations

impl Default for BacktestConfigBuilder

fn default() -> BacktestConfigBuilder

Returns the “default value” for a type.