Struct BacktestConfig 

#[non_exhaustive]
pub struct BacktestConfig {
    pub initial_capital: f64,
    pub commission: f64,
    pub commission_pct: f64,
    pub slippage_pct: f64,
    pub position_size_pct: f64,
    pub max_positions: Option<usize>,
    pub allow_short: bool,
    pub min_signal_strength: f64,
    pub stop_loss_pct: Option<f64>,
    pub take_profit_pct: Option<f64>,
    pub close_at_end: bool,
}

Configuration for backtest execution.

Use BacktestConfig::builder() to construct with the builder pattern.

Example

use finance_query::backtesting::BacktestConfig;

let config = BacktestConfig::builder()
    .initial_capital(50_000.0)
    .commission_pct(0.001)
    .slippage_pct(0.0005)
    .allow_short(true)
    .stop_loss_pct(0.05)
    .take_profit_pct(0.10)
    .build()
    .unwrap();

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

initial_capital: f64

Initial portfolio capital in base currency

commission: f64

Commission per trade (flat fee)

commission_pct: f64

Commission as percentage of trade value (0.0 - 1.0)

slippage_pct: f64

Slippage as percentage of price (0.0 - 1.0)

position_size_pct: f64

Position sizing: fraction of equity per trade (0.0 - 1.0)

max_positions: Option<usize>

Maximum number of concurrent positions (None = unlimited)

allow_short: bool

Allow short selling

min_signal_strength: f64

Require signal strength threshold to trigger trades (0.0 - 1.0)

stop_loss_pct: Option<f64>

Stop-loss percentage (0.0 - 1.0). Auto-exit if loss exceeds this.

take_profit_pct: Option<f64>

Take-profit percentage (0.0 - 1.0). Auto-exit if profit exceeds this.

close_at_end: bool

Close any open position at end of backtest

Implementations

impl BacktestConfig

pub fn builder() -> BacktestConfigBuilder

Create a new builder

pub fn validate(&self) -> Result<()>

Validate configuration parameters

pub fn calculate_commission(&self, trade_value: f64) -> f64

Calculate commission for a trade value

pub fn apply_entry_slippage(&self, price: f64, is_long: bool) -> f64

Apply slippage to a price (for entry)

pub fn apply_exit_slippage(&self, price: f64, is_long: bool) -> f64

Apply slippage to a price (for exit)

pub fn calculate_position_size(&self, available_capital: f64, price: f64) -> f64

Calculate position size based on available capital

Trait Implementations

impl Clone for BacktestConfig

fn clone(&self) -> BacktestConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BacktestConfig

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

Formats the value using the given formatter.

impl Default for BacktestConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for BacktestConfig

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for BacktestConfig

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.