Struct PortfolioConfig 

#[non_exhaustive]
pub struct PortfolioConfig {
    pub base: BacktestConfig,
    pub max_allocation_per_symbol: Option<f64>,
    pub max_total_positions: Option<usize>,
    pub rebalance: RebalanceMode,
}

Configuration for multi-symbol portfolio backtesting.

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.

base: BacktestConfig

Shared per-trade settings (commission, slippage, stop-loss, etc.)

max_allocation_per_symbol: Option<f64>

Maximum fraction of initial capital that can be allocated to a single symbol (0.0 – 1.0).

None = no per-symbol cap (default).

max_total_positions: Option<usize>

Maximum number of concurrent open positions across all symbols.

When the limit is reached, new entry signals are rejected until a position closes. Signals are ranked by strength; ties are broken alphabetically. None = unlimited (default).

rebalance: RebalanceMode

Capital allocation strategy when opening new positions.

Implementations

impl PortfolioConfig

pub fn new(base: BacktestConfig) -> Self

Create a portfolio config wrapping the given single-symbol config.

pub fn max_allocation_per_symbol(self, pct: f64) -> Self

Cap the fraction of initial capital allocated to any single symbol.

pub fn max_total_positions(self, max: usize) -> Self

Limit the number of concurrent open positions across all symbols.

pub fn rebalance(self, mode: RebalanceMode) -> Self

Set the capital allocation strategy.

pub fn validate(&self, num_symbols: usize) -> Result<()>

Validate configuration constraints.

Trait Implementations

impl Clone for PortfolioConfig

fn clone(&self) -> PortfolioConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PortfolioConfig

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

Formats the value using the given formatter.

impl Default for PortfolioConfig

fn default() -> PortfolioConfig

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for PortfolioConfig

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for PortfolioConfig

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

where __S: Serializer,

Serialize this value into the given Serde serializer.