nautilus_backtest/modules/
mod.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! Simulation module trait for extending backtesting with custom venue behaviors.
17
18use nautilus_core::UnixNanos;
19use nautilus_model::data::Data;
20
21use crate::exchange::SimulatedExchange;
22
23/// Trait for custom simulation modules that extend backtesting functionality.
24///
25/// The `SimulationModule` trait allows for custom extensions to the backtesting
26/// simulation environment. Implementations can add specialized behavior such as
27/// market makers, price impact models, or other venue-specific simulation logic
28/// that runs alongside the core backtesting engine.
29pub trait SimulationModule {
30    /// Registers a simulated exchange venue with this module.
31    fn register_venue(&self, exchange: SimulatedExchange);
32
33    /// Pre-processes market data before main simulation processing.
34    fn pre_process(&self, data: Data);
35
36    /// Processes simulation logic at the given timestamp.
37    fn process(&self, ts_now: UnixNanos);
38
39    /// Logs diagnostic information about the module's state.
40    fn log_diagnostics(&self);
41
42    /// Resets the module to its initial state.
43    fn reset(&self);
44}
nautilus_backtest/modules/mod.rs

nautilus_backtest/modules/
mod.rs
