yoa-backtest-api-sdk 21.1.0

Generated StratNeo protobuf SDK for backtest-api
Documentation 
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// @generated
// This file is @generated by prost-build.
/// Metadata for the deterministic, UTC-anchored comparison_grid_v1 contract.
///
/// Implementations clamp viewport_width_px to 64..8192 and then round it up to
/// a 128px step. They calculate the number of canonical source-frequency slots
/// intersecting the half-open requested viewport, divide that count by the
/// normalized width, and round the result up to the next positive power of two.
/// That value is bucket_size_bars. Bucket zero is anchored at the Unix epoch;
/// display_time is the canonical timestamp of the final source Bar slot in the
/// bucket. See comparison_grid_v1_test_vectors.json for conformance cases.
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct ComparisonViewportGrid {
    #[prost(string, tag="1")]
    pub grid_version: ::prost::alloc::string::String,
    #[prost(string, tag="2")]
    pub source_frequency: ::prost::alloc::string::String,
    #[prost(message, optional, tag="3")]
    pub requested_view_start_time: ::core::option::Option<::prost_types::Timestamp>,
    #[prost(message, optional, tag="4")]
    pub requested_view_end_time: ::core::option::Option<::prost_types::Timestamp>,
    #[prost(int32, tag="5")]
    pub viewport_width_px: i32,
    #[prost(int64, tag="6")]
    pub bucket_size_bars: i64,
    #[prost(int64, tag="7")]
    pub source_point_count: i64,
    #[prost(int64, tag="8")]
    pub view_source_point_count: i64,
    #[prost(int64, tag="9")]
    pub returned_bucket_count: i64,
}
/// A strategy equity bucket on comparison_grid_v1. Decimal money values stay
/// as base-10 text so contract consumers do not lose precision.
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct EquityViewportBucket {
    #[prost(int64, tag="1")]
    pub bucket_index: i64,
    #[prost(message, optional, tag="2")]
    pub display_time: ::core::option::Option<::prost_types::Timestamp>,
    #[prost(message, optional, tag="3")]
    pub observation_time: ::core::option::Option<::prost_types::Timestamp>,
    #[prost(int64, tag="4")]
    pub source_point_count: i64,
    #[prost(string, optional, tag="5")]
    pub open_equity: ::core::option::Option<::prost::alloc::string::String>,
    #[prost(string, optional, tag="6")]
    pub high_equity: ::core::option::Option<::prost::alloc::string::String>,
    #[prost(string, optional, tag="7")]
    pub low_equity: ::core::option::Option<::prost::alloc::string::String>,
    #[prost(string, optional, tag="8")]
    pub close_equity: ::core::option::Option<::prost::alloc::string::String>,
    #[prost(double, optional, tag="9")]
    pub interval_return_pct: ::core::option::Option<f64>,
    #[prost(double, optional, tag="10")]
    pub min_drawdown_pct: ::core::option::Option<f64>,
}
/// Encoded file descriptor set for the `yoa.chart.v1` package
pub const FILE_DESCRIPTOR_SET: &[u8] = &[
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];
// @@protoc_insertion_point(module)