Struct FillSimulatorConfig 

pub struct FillSimulatorConfig {
    pub costs: ExecutionCosts,
    pub max_fill_ratio_of_volume: Option<f64>,
    pub max_pyramid_entries: Option<u32>,
    pub bracket_intrabar_policy: IntrabarFillPolicy,
}

Fields

costs: ExecutionCosts

max_fill_ratio_of_volume: Option<f64>

Caps how much of a pending order’s remaining quantity can fill in one bar, as a fraction of that bar’s volume (None = no cap, fill fully when price conditions are met). Models participation-rate-limited partial fills.

max_pyramid_entries: Option<u32>

Maximum number of same-direction fills accumulated into one position (pyramiding cap). None = unlimited.

bracket_intrabar_policy: IntrabarFillPolicy

Same-bar tie-break when a bracket’s stop-loss and take-profit are both touched by the same OHLC bar. See IntrabarFillPolicy.

Trait Implementations

impl Clone for FillSimulatorConfig

fn clone(&self) -> FillSimulatorConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for FillSimulatorConfig

impl Debug for FillSimulatorConfig

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

Formats the value using the given formatter.

impl Default for FillSimulatorConfig

fn default() -> FillSimulatorConfig

Returns the “default value” for a type.

impl PartialEq for FillSimulatorConfig

fn eq(&self, other: &FillSimulatorConfig) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for FillSimulatorConfig