Struct HyperliquidBacktest

pub struct HyperliquidBacktest {

    pub base_backtest: Option<Backtest>,
    pub data: HyperliquidData,
    pub strategy_name: String,
    pub initial_capital: f64,
    pub commission_config: HyperliquidCommission,
    pub commission_tracker: CommissionTracker,
    pub order_type_strategy: OrderTypeStrategy,
    pub funding_pnl: Vec<f64>,
    pub trading_pnl: Vec<f64>,
    pub total_pnl: Vec<f64>,
    pub total_funding_paid: f64,
    pub total_funding_received: f64,
    pub funding_payments: Vec<FundingPayment>,
    pub enhanced_metrics: EnhancedMetrics,
}

Enhanced backtesting engine with Hyperliquid-specific features

Fields

base_backtest: Option<Backtest>

Underlying rs-backtester Backtest instance

data: HyperliquidData

Original Hyperliquid data with funding information

strategy_name: String

Strategy name for identification

initial_capital: f64

Initial capital for the backtest

commission_config: HyperliquidCommission

Commission configuration

commission_tracker: CommissionTracker

Commission tracking

order_type_strategy: OrderTypeStrategy

Order type strategy for commission calculation

funding_pnl: Vec<f64>

Funding PnL tracking (separate from trading PnL)

trading_pnl: Vec<f64>

Trading PnL tracking (without funding)

total_pnl: Vec<f64>

Total PnL tracking (trading + funding)

total_funding_paid: f64

Total funding paid (negative values)

total_funding_received: f64

Total funding received (positive values)

funding_payments: Vec<FundingPayment>

Funding payment history

enhanced_metrics: EnhancedMetrics

Enhanced metrics

Implementations

impl HyperliquidBacktest

pub fn new( data: HyperliquidData, strategy_name: String, initial_capital: f64, commission: HyperliquidCommission, ) -> Self

Create a new HyperliquidBacktest instance

pub fn base_backtest(&self) -> Option<&Backtest>

Access the base backtest instance

pub fn base_backtest_mut(&mut self) -> Option<&mut Backtest>

Access the base backtest instance mutably

pub fn with_order_type_strategy(self, strategy: OrderTypeStrategy) -> Self

Set the order type strategy for commission calculation

pub fn initialize_base_backtest(&mut self) -> Result<()>

Initialize the underlying rs-backtester with converted data

pub fn calculate_with_funding(&mut self) -> Result<()>

Calculate backtest results including funding payments This method applies funding payments to positions based on funding rates and timing

pub fn calculate_with_funding_and_positions( &mut self, positions: &[f64], ) -> Result<()>

Calculate funding payments with position tracking This version allows external position tracking for more accurate funding calculations

pub fn is_funding_time(&self, timestamp: DateTime<FixedOffset>) -> bool

Check if a given timestamp is a funding payment time (every 8 hours) Hyperliquid funding payments occur at 00:00, 08:00, and 16:00 UTC

pub fn get_funding_rate_for_timestamp( &self, timestamp: DateTime<FixedOffset>, ) -> Option<f64>

Get funding rate for a specific timestamp from the data

pub fn calculate_funding_payment( &self, position_size: f64, funding_rate: f64, mark_price: f64, ) -> f64

Calculate funding payment based on position size, funding rate, and mark price Formula: funding_payment = position_size * funding_rate * mark_price Positive payment means funding received, negative means funding paid

pub fn data(&self) -> &HyperliquidData

pub fn strategy_name(&self) -> &str

pub fn initial_capital(&self) -> f64

pub fn commission_config(&self) -> &HyperliquidCommission

pub fn funding_pnl(&self) -> &[f64]

pub fn trading_pnl(&self) -> &[f64]

pub fn total_funding_paid(&self) -> f64

pub fn total_funding_received(&self) -> f64

pub fn funding_payments(&self) -> &[FundingPayment]

pub fn enhanced_metrics(&self) -> &EnhancedMetrics

pub fn is_initialized(&self) -> bool

pub fn validate(&self) -> Result<()>

pub fn commission_stats(&self) -> CommissionStats

Get commission statistics

pub fn calculate_trade_commission( &self, trade_value: f64, trade_index: usize, scenario: TradingScenario, ) -> (OrderType, f64)

Calculate trade commission based on order type strategy

pub fn track_commission( &mut self, timestamp: DateTime<FixedOffset>, order_type: OrderType, trade_value: f64, commission_paid: f64, scenario: TradingScenario, )

Track commission for reporting

pub fn funding_summary(&self) -> FundingSummary

Generate a funding summary for reporting

pub fn enhanced_report(&self) -> Result<EnhancedReport>

Generate an enhanced report with Hyperliquid-specific metrics

pub fn print_enhanced_report(&self) -> Result<()>

Print enhanced report to console

pub fn export_to_csv<P: AsRef<Path>>(&self, path: P) -> Result<()>

Export backtest results to CSV

pub fn export_funding_to_csv<P: AsRef<Path>>(&self, path: P) -> Result<()>

Export funding payments to CSV

pub fn funding_report(&self) -> Result<FundingReport>

Generate a detailed funding report

pub fn export_report_to_csv<P: AsRef<Path>>(&self, path: P) -> Result<()>

Export enhanced report to CSV

Trait Implementations

impl Clone for HyperliquidBacktest

fn clone(&self) -> HyperliquidBacktest

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl EnhancedCsvExport for HyperliquidBacktest

fn export_to_csv(&self, file_path: &str) -> Result<()>

Export backtest results to CSV

fn export_to_csv_extended( &self, file_path: &str, include_funding: bool, include_trading: bool, include_total: bool, ) -> Result<()>

Export backtest results with extended data to CSV

impl EnhancedCsvExportExt for HyperliquidBacktest

fn export_to_csv(&self, file_path: &str) -> Result<()>

Export backtest results with funding data to CSV

fn export_to_csv_extended( &self, file_path: &str, include_funding: bool, include_trading: bool, include_total: bool, ) -> Result<()>

Export backtest results with extended data to CSV