Trait SimulationModule

pub trait SimulationModule {
    // Required methods
    fn register_venue(&self, exchange: SimulatedExchange);
    fn pre_process(&self, data: Data);
    fn process(&self, ts_now: UnixNanos);
    fn log_diagnostics(&self, logger: Logger);
    fn reset(&self);
}

Trait for custom simulation modules that extend backtesting functionality.

The SimulationModule trait allows for custom extensions to the backtesting simulation environment. Implementations can add specialized behavior such as market makers, price impact models, or other venue-specific simulation logic that runs alongside the core backtesting engine.

Required Methods

fn register_venue(&self, exchange: SimulatedExchange)

Registers a simulated exchange venue with this module.

fn pre_process(&self, data: Data)

Pre-processes market data before main simulation processing.

fn process(&self, ts_now: UnixNanos)

Processes simulation logic at the given timestamp.

fn log_diagnostics(&self, logger: Logger)

Logs diagnostic information about the module’s state.

fn reset(&self)

Resets the module to its initial state.

Implementors