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FutureQuoteConfig

qs_backtest::runner

Struct FutureQuoteConfig

pub struct FutureQuoteConfig {
    pub signal_latency_ms: i64,
    pub slippage_pips: f64,
    pub stale_quote_after_ms: Option<i64>,
    pub pnl_epsilon: f64,
    pub currency_plan: Option<RunCurrencyPlan>,
    pub conversion_stale_after_ms: i64,
    pub mtm_output: MtmOutputPolicy,
    pub market_entry_sizing_basis: MarketEntrySizingBasis,
}

Expand description

Future-quote execution settings. Existing runners remain on legacy semantics unless BacktestRunner::run_raw_signals_future is used.

Fields§

§signal_latency_ms: i64

Signal processing latency added before an action becomes eligible.

§slippage_pips: f64

Fixed signed slippage in pips (+ adverse, - favorable).

§stale_quote_after_ms: Option<i64>

Quote age threshold used by mark-to-market diagnostics.

§pnl_epsilon: f64

Absolute account-currency tolerance for breakeven classification.

§currency_plan: Option<RunCurrencyPlan>

Immutable primary and conversion currency routing for this run.

§conversion_stale_after_ms: i64

Maximum age of a conversion quote used for sizing.

§mtm_output: MtmOutputPolicy

Controls how many exact mark-to-market observations are emitted.

§market_entry_sizing_basis: MarketEntrySizingBasis

Selects the risk reference price for market-entry sizing.

Trait Implementations§

impl Clone for FutureQuoteConfig

fn clone(&self) -> Self

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 FutureQuoteConfig

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

Formats the value using the given formatter. Read more

impl Default for FutureQuoteConfig

fn default() -> Self

Returns the “default value” for a type. Read more

impl Serialize for FutureQuoteConfig

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 FutureQuoteConfig

impl RefUnwindSafe for FutureQuoteConfig

impl Send for FutureQuoteConfig

impl Sync for FutureQuoteConfig

impl Unpin for FutureQuoteConfig

impl UnsafeUnpin for FutureQuoteConfig

impl UnwindSafe for FutureQuoteConfig

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> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

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> 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 = !

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, !>

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<V, T> VZip<V> for T
where V: MultiLane<T>,

fn vzip(self) -> V