Struct BacktestEngineConfig 

pub struct BacktestEngineConfig {

    pub environment: Environment,
    pub trader_id: TraderId,
    pub load_state: bool,
    pub save_state: bool,
    pub logging: LoggerConfig,
    pub instance_id: Option<UUID4>,
    pub timeout_connection: Duration,
    pub timeout_reconciliation: Duration,
    pub timeout_portfolio: Duration,
    pub timeout_disconnection: Duration,
    pub delay_post_stop: Duration,
    pub timeout_shutdown: Duration,
    pub cache: Option<CacheConfig>,
    pub msgbus: Option<MessageBusConfig>,
    pub data_engine: Option<DataEngineConfig>,
    pub risk_engine: Option<RiskEngineConfig>,
    pub exec_engine: Option<ExecutionEngineConfig>,
    pub portfolio: Option<PortfolioConfig>,
    pub streaming: Option<StreamingConfig>,
    pub bypass_logging: bool,
    pub run_analysis: bool,
}

Configuration for BacktestEngine instances.

Fields

environment: Environment

The kernel environment context.

trader_id: TraderId

The trader ID for the node.

load_state: bool

If trading strategy state should be loaded from the database on start.

save_state: bool

If trading strategy state should be saved to the database on stop.

logging: LoggerConfig

The logging configuration for the kernel.

instance_id: Option<UUID4>

The unique instance identifier for the kernel.

timeout_connection: Duration

The timeout for all clients to connect and initialize.

timeout_reconciliation: Duration

The timeout for execution state to reconcile.

timeout_portfolio: Duration

The timeout for portfolio to initialize margins and unrealized pnls.

timeout_disconnection: Duration

The timeout for all engine clients to disconnect.

delay_post_stop: Duration

The delay after stopping the node to await residual events before final shutdown.

timeout_shutdown: Duration

The timeout to await pending tasks cancellation during shutdown.

cache: Option<CacheConfig>

The cache configuration.

msgbus: Option<MessageBusConfig>

The message bus configuration.

data_engine: Option<DataEngineConfig>

The data engine configuration.

risk_engine: Option<RiskEngineConfig>

The risk engine configuration.

exec_engine: Option<ExecutionEngineConfig>

The execution engine configuration.

portfolio: Option<PortfolioConfig>

The portfolio configuration.

streaming: Option<StreamingConfig>

The configuration for streaming to feather files.

bypass_logging: bool

If logging should be bypassed.

run_analysis: bool

If post backtest performance analysis should be run.

Implementations

impl BacktestEngineConfig

pub fn new( environment: Environment, trader_id: TraderId, load_state: Option<bool>, save_state: Option<bool>, bypass_logging: Option<bool>, run_analysis: Option<bool>, timeout_connection: Option<u64>, timeout_reconciliation: Option<u64>, timeout_portfolio: Option<u64>, timeout_disconnection: Option<u64>, delay_post_stop: Option<u64>, timeout_shutdown: Option<u64>, logging: Option<LoggerConfig>, instance_id: Option<UUID4>, cache: Option<CacheConfig>, msgbus: Option<MessageBusConfig>, data_engine: Option<DataEngineConfig>, risk_engine: Option<RiskEngineConfig>, exec_engine: Option<ExecutionEngineConfig>, portfolio: Option<PortfolioConfig>, streaming: Option<StreamingConfig>, ) -> Self

Trait Implementations

impl Clone for BacktestEngineConfig

fn clone(&self) -> BacktestEngineConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BacktestEngineConfig

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

Formats the value using the given formatter.

impl Default for BacktestEngineConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'a, 'py> FromPyObject<'a, 'py> for BacktestEngineConfig

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl<'py> IntoPyObject<'py> for BacktestEngineConfig

type Target = BacktestEngineConfig

The Python output type

type Output = Bound<'py, <BacktestEngineConfig as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl NautilusKernelConfig for BacktestEngineConfig

fn environment(&self) -> Environment

Returns the kernel environment context.

fn trader_id(&self) -> TraderId

Returns the trader ID for the node.

fn load_state(&self) -> bool

Returns if trading strategy state should be loaded from the database on start.

fn save_state(&self) -> bool

Returns if trading strategy state should be saved to the database on stop.

fn logging(&self) -> LoggerConfig

Returns the logging configuration for the kernel.

fn instance_id(&self) -> Option<UUID4>

Returns the unique instance identifier for the kernel.

fn timeout_connection(&self) -> Duration

Returns the timeout for all clients to connect and initialize.

fn timeout_reconciliation(&self) -> Duration

Returns the timeout for execution state to reconcile.

fn timeout_portfolio(&self) -> Duration

Returns the timeout for portfolio to initialize margins and unrealized pnls.

fn timeout_disconnection(&self) -> Duration

Returns the timeout for all engine clients to disconnect.

fn delay_post_stop(&self) -> Duration

Returns the timeout after stopping the node to await residual events before final shutdown.

fn timeout_shutdown(&self) -> Duration

Returns the timeout to await pending tasks cancellation during shutdown.

fn cache(&self) -> Option<CacheConfig>

Returns the cache configuration.

fn msgbus(&self) -> Option<MessageBusConfig>

Returns the message bus configuration.

fn data_engine(&self) -> Option<DataEngineConfig>

Returns the data engine configuration.

fn risk_engine(&self) -> Option<RiskEngineConfig>

Returns the risk engine configuration.

fn exec_engine(&self) -> Option<ExecutionEngineConfig>

Returns the execution engine configuration.

fn portfolio(&self) -> Option<PortfolioConfig>

Returns the portfolio configuration.

fn streaming(&self) -> Option<StreamingConfig>

Returns the configuration for streaming to feather files.

impl PyClass for BacktestEngineConfig

const NAME: &str = "BacktestEngineConfig"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for BacktestEngineConfig

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Configuration for ``BacktestEngine`` instances.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<BacktestEngineConfig as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<BacktestEngineConfig>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for BacktestEngineConfig

const TEXT_SIGNATURE: &'static str = "(trader_id=None, load_state=None, save_state=None, bypass_logging=None, run_analysis=None, timeout_connection=None, timeout_reconciliation=None, timeout_portfolio=None, timeout_disconnection=None, delay_post_stop=None, timeout_shutdown=None, logging=None, instance_id=None)"

impl PyMethods<BacktestEngineConfig> for PyClassImplCollector<BacktestEngineConfig>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for BacktestEngineConfig

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0: prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0: prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl DerefToPyAny for BacktestEngineConfig