Struct BacktestResult

Source

#[non_exhaustive]pub struct BacktestResult {
    pub symbol: String,
    pub strategy_name: String,
    pub config: BacktestConfig,
    pub start_timestamp: i64,
    pub end_timestamp: i64,
    pub initial_capital: f64,
    pub final_equity: f64,
    pub metrics: PerformanceMetrics,
    pub trades: Vec<Trade>,
    pub equity_curve: Vec<EquityPoint>,
    pub signals: Vec<SignalRecord>,
    pub open_position: Option<Position>,
}

Expand description

Complete backtest result

Fields (Non-exhaustive)§

This struct is marked as 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.

§symbol: String

Symbol that was backtested

§strategy_name: String

Strategy name

§config: BacktestConfig

Configuration used

§start_timestamp: i64

Start timestamp

§end_timestamp: i64

End timestamp

§initial_capital: f64

Initial capital

§final_equity: f64

Final equity

§metrics: PerformanceMetrics

Performance metrics

§trades: Vec<Trade>

Complete trade log

§equity_curve: Vec<EquityPoint>

Equity curve (portfolio value at each bar)

§signals: Vec<SignalRecord>

All signals generated (including non-executed)

§open_position: Option<Position>

Current open position (if any at end)

Struct BacktestResult Copy item path

Fields (Non-exhaustive)§

Implementations§

impl BacktestResult

pub fn summary(&self) -> String

pub fn is_profitable(&self) -> bool

pub fn total_pnl(&self) -> f64

pub fn num_bars(&self) -> usize

Trait Implementations§

impl Clone for BacktestResult

fn clone(&self) -> BacktestResult

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

impl Debug for BacktestResult

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

impl<'de> Deserialize<'de> for BacktestResult

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where __D: Deserializer<'de>,

impl Serialize for BacktestResult

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

Auto Trait Implementations§

impl Freeze for BacktestResult

impl RefUnwindSafe for BacktestResult

impl Send for BacktestResult

impl Sync for BacktestResult

impl Unpin for BacktestResult

impl UnsafeUnpin for BacktestResult

impl UnwindSafe for BacktestResult

Blanket Implementations§

impl<T> Any for Twhere T: 'static + ?Sized,

fn type_id(&self) -> TypeId

impl<T> Borrow<T> for Twhere T: ?Sized,

fn borrow(&self) -> &T

impl<T> BorrowMut<T> for Twhere T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

impl<T> CloneToUninit for Twhere T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

impl<T> DynClone for Twhere T: Clone,

fn __clone_box(&self, _: Private) -> *mut ()

impl<T> From<T> for T

fn from(t: T) -> T

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

fn in_current_span(self) -> Instrumented<Self>

impl<T, U> Into<U> for Twhere U: From<T>,

fn into(self) -> U

impl<T> IntoEither for T

fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘwhere F: FnOnce(&Self) -> bool,

impl<T> Key for Twhere T: Clone,

fn align() -> usize

fn size(&self) -> usize

unsafe fn init(&self, ptr: *mut u8)

unsafe fn get<'a>(ptr: *const u8) -> &'a T

unsafe fn drop_in_place(ptr: *mut u8)

impl<T> Pointable for T

const ALIGN: usize

type Init = T

unsafe fn init(init: <T as Pointable>::Init) -> usize

unsafe fn deref<'a>(ptr: usize) -> &'a T

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

unsafe fn drop(ptr: usize)

impl<T> PolicyExt for Twhere T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>where T: Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>where T: Policy<B, E>, P: Policy<B, E>,

impl<T> Same for T

type Output = T

impl<T> ToOwned for Twhere T: Clone,

type Owned = T

fn to_owned(&self) -> T

fn clone_into(&self, target: &mut T)

impl<T, U> TryFrom<U> for Twhere U: Into<T>,

type Error = Infallible

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

impl<T, U> TryInto<U> for Twhere U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

impl<V, T> VZip<V> for Twhere V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>where S: Into<Dispatch>,

fn with_current_subscriber(self) -> WithDispatch<Self>

Struct BacktestResult

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

impl<T> Any for T
where T: 'static + ?Sized,

impl<T> Borrow<T> for T
where T: ?Sized,

impl<T> BorrowMut<T> for T
where T: ?Sized,

impl<T> CloneToUninit for T
where T: Clone,

impl<T> DynClone for T
where T: Clone,

impl<T, U> Into<U> for T
where U: From<T>,

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
where F: FnOnce(&Self) -> bool,

impl<T> Key for T
where T: Clone,

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

impl<T> ToOwned for T
where T: Clone,

impl<T, U> TryFrom<U> for T
where U: Into<T>,

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,