Struct PortfolioEngine

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pub struct PortfolioEngine { /* private fields */ }

Expand description

Multi-symbol portfolio backtesting engine.

Runs all symbols on a shared capital pool, applying the configured allocation strategy and position constraints simultaneously.

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impl PortfolioEngine

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pub fn new(config: PortfolioConfig) -> Self

Create a new portfolio engine.

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pub fn run<S, F>( &self, symbol_data: &[SymbolData], factory: F, ) -> Result<PortfolioResult>
where S: Strategy, F: Fn(&str) -> S,

Run a portfolio backtest.

factory is called once per symbol to create an independent strategy instance for that symbol. Use a closure that captures any shared parameters:

engine.run(&symbol_data, |sym| SmaCrossover::new(10, 50))

Entry signals across symbols are ranked by strength (descending); ties broken alphabetically, giving deterministic results.

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impl !UnwindSafe for PortfolioEngine

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