Struct Backtester 

pub struct Backtester { /* private fields */ }

Bar-by-bar backtester.

Processes OHLCV bars in the supplied order, routes signals from Strategy::on_bar into a PositionLedger, and records the equity curve.

Implementations

impl Backtester

pub fn new(config: BacktestConfig) -> Self

Creates a new backtester with the given config.

pub fn run( &self, bars: &[OhlcvBar], strategy: &mut dyn Strategy, ) -> Result<BacktestResult, FinError>

Runs the backtest over bars using strategy.

Errors

• FinError::InvalidInput if bars is empty.
• Propagates FinError from position accounting.