Struct MonteCarloConfig 

#[non_exhaustive]
pub struct MonteCarloConfig {
    pub num_simulations: usize,
    pub seed: Option<u64>,
    pub method: MonteCarloMethod,
}

Configuration for Monte Carlo simulation.

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.

num_simulations: usize

Number of reshuffled equity-curve simulations to run.

Higher values give more stable percentile estimates but take longer. Default: 1000.

seed: Option<u64>

Optional seed for the PRNG, enabling reproducible results.

None (default) uses a fixed internal seed (12345). Provide an explicit seed when you need deterministic output across runs.

method: MonteCarloMethod

Resampling method. Default: MonteCarloMethod::IidShuffle.

Implementations

impl MonteCarloConfig

pub fn new() -> Self

Create a new Monte Carlo configuration with default settings.

pub fn num_simulations(self, n: usize) -> Self

Set the number of simulations.

pub fn seed(self, seed: u64) -> Self

Set a fixed PRNG seed for reproducible results.

pub fn method(self, method: MonteCarloMethod) -> Self

Set the resampling method.

pub fn run(&self, result: &BacktestResult) -> MonteCarloResult

Run the Monte Carlo simulation against a completed backtest result.

Extracts trade returns, generates num_simulations synthetic sequences using the configured MonteCarloMethod, rebuilds a synthetic equity curve for each, and reports percentile statistics over all outcomes.

If the result has fewer than 2 trades, every percentile is derived from the single observed result.

Use the percentile outputs as a relative stress-test tool rather than a precise probability statement about future performance.

Trait Implementations

impl Clone for MonteCarloConfig

fn clone(&self) -> MonteCarloConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MonteCarloConfig

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

Formats the value using the given formatter.

impl Default for MonteCarloConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for MonteCarloConfig

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for MonteCarloConfig

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

where __S: Serializer,

Serialize this value into the given Serde serializer.