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BacktestVenueConfig

Struct BacktestVenueConfig 

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pub struct BacktestVenueConfig { /* private fields */ }
Expand description

Represents a venue configuration for one specific backtest engine.

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impl BacktestVenueConfig

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pub fn builder() -> BacktestVenueConfigBuilder

Create an instance of BacktestVenueConfig using the builder syntax

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impl BacktestVenueConfig

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pub fn validate(&self) -> ConfigResult<()>

Validates the venue configuration, collecting every field violation.

§Errors

Returns a ConfigError (a ConfigError::Multiple when more than one field is invalid) if any field fails validation.

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pub fn name(&self) -> Ustr

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pub fn oms_type(&self) -> OmsType

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pub fn account_type(&self) -> AccountType

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pub fn book_type(&self) -> BookType

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pub fn starting_balances(&self) -> &[String]

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pub fn routing(&self) -> bool

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pub fn frozen_account(&self) -> bool

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pub fn reject_stop_orders(&self) -> bool

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pub fn support_gtd_orders(&self) -> bool

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pub fn support_contingent_orders(&self) -> bool

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pub fn use_position_ids(&self) -> bool

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pub fn use_random_ids(&self) -> bool

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pub fn use_reduce_only(&self) -> bool

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pub fn bar_execution(&self) -> bool

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pub fn bar_adaptive_high_low_ordering(&self) -> bool

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pub fn trade_execution(&self) -> bool

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pub fn use_market_order_acks(&self) -> bool

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pub fn liquidity_consumption(&self) -> bool

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pub fn allow_cash_borrowing(&self) -> bool

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pub fn queue_position(&self) -> bool

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pub fn oto_trigger_mode(&self) -> OtoTriggerMode

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pub fn base_currency(&self) -> Option<Currency>

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pub fn default_leverage(&self) -> Option<Decimal>

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pub fn leverages(&self) -> Option<&AHashMap<InstrumentId, Decimal>>

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pub fn margin_model(&self) -> Option<&MarginModelAny>

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pub fn modules(&self) -> &[SimulationModuleAny]

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pub fn fill_model(&self) -> Option<&FillModelAny>

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pub fn latency_model(&self) -> Option<&LatencyModelAny>

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pub fn fee_model(&self) -> Option<&FeeModelAny>

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pub fn price_protection_points(&self) -> u32

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pub fn liquidation_enabled(&self) -> bool

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pub fn liquidation_trigger_ratio(&self) -> f64

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pub fn liquidation_cancel_open_orders(&self) -> bool

Trait Implementations§

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impl Clone for BacktestVenueConfig

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fn clone(&self) -> BacktestVenueConfig

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for BacktestVenueConfig

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

Formats the value using the given formatter. Read more

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
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impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

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impl<T, U> Into<U> for T
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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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type Output = T

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type Owned = T

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type Error = !

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Performs the conversion.
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type Error = <U as TryFrom<T>>::Error

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fn vzip(self) -> V