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BacktestEngine

fin_primitives::backtest::engine

Struct BacktestEngine 

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pub struct BacktestEngine;
Expand description

Event-driven backtesting engine with realistic fill simulation.

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impl BacktestEngine

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pub fn run(signals: Vec<EngineSignal>, config: EngineConfig) -> BacktestResult

Run a backtest given a list of signals and a configuration.

Signals are matched against bars by bar index: each signal fires at the next bar’s open to avoid look-ahead. Slippage is added for longs and subtracted for shorts.

§Panics

Does not panic; returns an empty result when there are no bars.

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