Trait SimulationModule 

pub trait SimulationModule {
    // Required methods
    fn pre_process(&self, data: &Data);
    fn process(
        &self,
        ts_now: UnixNanos,
        ctx: &ExchangeContext<'_>,
    ) -> SimulationModuleResult;
    fn acknowledge(&self, outcomes: &[AccountAdjustmentOutcome]);
    fn log_diagnostics(&self);
    fn reset(&self);
}

Trait for custom simulation modules that extend backtesting functionality.

Implementations can add specialized behavior such as rollover interest, market makers, price impact models, or other venue-specific simulation logic that runs alongside the core backtesting engine.

Modules use interior mutability (Cell/RefCell) for state since they are stored inside SimulatedExchange and invoked through shared references.

Required Methods

fn pre_process(&self, data: &Data)

Pre-processes market data before matching engine processing.

fn process( &self, ts_now: UnixNanos, ctx: &ExchangeContext<'_>, ) -> SimulationModuleResult

Processes simulation logic at the given timestamp.

Returns a complete batch of account balance adjustments, or indicates that the module is not ready.

fn acknowledge(&self, outcomes: &[AccountAdjustmentOutcome])

Acknowledges the ordered application outcomes for a completed batch.

This is called exactly once for every SimulationModuleResult::Completed, including an empty batch.

Panics

Implementations may panic if the outcome count does not match the completed batch or if no completed batch is awaiting acknowledgement.

fn log_diagnostics(&self)

Logs diagnostic information about the module’s state.

fn reset(&self)

Resets the module to its initial state.

Trait Implementations

impl From<SimulationModuleAny> for Box<dyn SimulationModule>

fn from(value: SimulationModuleAny) -> Self

Converts to this type from the input type.

Dyn Compatibility

This trait is dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors

impl SimulationModule for FXRolloverInterestModule

impl SimulationModule for SimulationModuleAny