Struct BacktestEngineConfig 

pub struct BacktestEngineConfig {

    pub environment: Environment,
    pub trader_id: TraderId,
    pub load_state: bool,
    pub save_state: bool,
    pub shutdown_on_error: 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 controller: Option<ImportableControllerConfig>,
    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 actor and strategy state should be loaded from the database on start.

save_state: bool

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

shutdown_on_error: bool

If the system should request shutdown when an error log is emitted.

Filtered or bypassed error logs still request shutdown.

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.

crate::engine::BacktestEngine always overrides drop_instruments_on_reset to false on this config so that successive runs can reuse the same dataset.

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.

controller: Option<ImportableControllerConfig>

The importable controller 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 builder() -> BacktestEngineConfigBuilder

Create an instance of BacktestEngineConfig using the builder syntax

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 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 actor and strategy state should be loaded from the database on start.

fn save_state(&self) -> bool

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

fn shutdown_on_error(&self) -> bool

Returns if the system should request shutdown when an error log is emitted.

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.