Struct BacktestEngine 

pub struct BacktestEngine { /* private fields */ }

Backtest execution engine.

Handles indicator pre-computation, position management, and trade execution.

Implementations

impl BacktestEngine

pub fn new(config: BacktestConfig) -> Self

Create a new backtest engine with the given configuration

pub fn run<S: Strategy>( &self, symbol: &str, candles: &[Candle], strategy: S, ) -> Result<BacktestResult>

Run a backtest with the given strategy on historical candle data.

Dividend income is not included. Use run_with_dividends to account for dividend payments during holding periods.

pub fn run_with_dividends<S: Strategy>( &self, symbol: &str, candles: &[Candle], strategy: S, dividends: &[Dividend], ) -> Result<BacktestResult>

Run a backtest and credit dividend income for any dividends paid while a position is open.

dividends should be sorted by timestamp (ascending). The engine credits each dividend whose ex-date falls on or before the current candle bar. When BacktestConfig::reinvest_dividends is true, the income is also used to notionally purchase additional shares at the ex-date close price.

pub fn run_with_benchmark<S: Strategy>( &self, symbol: &str, candles: &[Candle], strategy: S, dividends: &[Dividend], benchmark_symbol: &str, benchmark_candles: &[Candle], ) -> Result<BacktestResult>

Run a backtest and compare against a benchmark, optionally crediting dividends.

The result’s benchmark field is populated with buy-and-hold comparison metrics including alpha, beta, and information ratio. The benchmark candle slice should cover the same time period as candles but need not be the same length.

dividends must be sorted ascending by timestamp. Pass &[] to omit dividend processing.