Struct BacktestNode 

pub struct BacktestNode { /* private fields */ }

Orchestrates catalog-driven backtests from run configurations.

BacktestNode connects the ParquetDataCatalog with BacktestEngine to load historical data and run backtests. Supports both oneshot and streaming modes.

Implementations

impl BacktestNode

pub fn new(configs: Vec<BacktestRunConfig>) -> Result<Self>

Creates a new BacktestNode instance.

Validates that configs are non-empty and internally consistent:

• All data config instrument venues must have a matching venue config.
• L2/L3 book types require order book data in the data configs.
• Data config time ranges must be valid (start <= end).

Errors

Returns an error if configs is empty or validation fails.

pub fn configs(&self) -> &[BacktestRunConfig]

Returns the run configurations.

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

Builds backtest engines from the run configurations.

For each config, creates a BacktestEngine, adds venues, and loads instruments from the catalog. If building a config fails with BacktestRunConfig::raise_exception disabled, logs the error and skips that config; successful return does not guarantee an engine for every config.

Errors

Returns an error if building an engine from a config fails and BacktestRunConfig::raise_exception is enabled for that config.

pub fn get_engine_mut(&mut self, id: &str) -> Option<&mut BacktestEngine>

Returns a mutable reference to the engine for the given run config ID.

pub fn get_engine(&self, id: &str) -> Option<&BacktestEngine>

Returns a reference to the engine for the given run config ID.

pub fn get_engines(&self) -> Vec<&BacktestEngine>

Returns all created backtest engines.

pub fn run(&mut self) -> Result<Vec<BacktestResult>>

Runs all configured backtests and returns results.

Automatically calls build() if engines have not been created yet. For each run config, loads data from the catalog and runs the engine. Supports both oneshot (chunk_size = None) and streaming modes. Configs without a built engine are skipped. If a run fails with BacktestRunConfig::raise_exception disabled, logs the error, clears its loaded data, leaves the engine undisposed, and omits its result.

Errors

Returns an error if building, data loading, or engine execution fails and BacktestRunConfig::raise_exception is enabled for the run config.

pub fn load_catalog(config: &BacktestDataConfig) -> Result<ParquetDataCatalog>

Creates a ParquetDataCatalog from a data config.

Errors

Returns an error if the catalog cannot be created from the URI.

pub fn load_data_config( config: &BacktestDataConfig, start: Option<UnixNanos>, end: Option<UnixNanos>, ) -> Result<Vec<Data>>

Loads data from the catalog for a specific data config.

Errors

Returns an error if catalog creation or data querying fails.

pub fn dispose(&mut self)

Disposes all engines and releases resources.

Trait Implementations

impl Debug for BacktestNode

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

Formats the value using the given formatter.