Crate optionstratlib_backtest 

optionstratlib-backtest

Strategy backtests over simulated paths: a strategy is evaluated on every path of a simulator (backtesting::Simulate), each path ends by an exit policy, and the run is summarised as backtesting::SimulationStatsResult with its report types and metrics. It depends on optionstratlib-core, optionstratlib-pricing, optionstratlib-simulation, optionstratlib-analytics and optionstratlib-strategies, and on no option-chain I/O, plotting or async code.

• backtesting: backtesting::Simulate and its single-leg implementations, the adapters from the simulation engine’s generic PathOutcome / PathStatistics to the backtest results, run statistics, report types and performance metrics.
• error: the error::BacktestError type.

The generic engine (random walks, exit policies, path evaluation and statistics) is optionstratlib-simulation’s; this crate adapts it to strategies and owns the reports. Charts stay with the visualization layer, optionstratlib-visualization, which the optionstratlib facade re-exports.

Imports

There is no prelude, as in the other component crates (ADR-0001 D7): the module roots re-export each capability, and the optionstratlib facade prelude serves broad imports.

Place in the workspace

• Depends on optionstratlib-core, optionstratlib-pricing, optionstratlib-simulation, optionstratlib-analytics and optionstratlib-strategies.
• Must not depend on optionstratlib-visualization; make check-graph enforces the layering (ADR-0001 D9).
• In the facade: optionstratlib::backtesting and BacktestError in optionstratlib::error, under the facade feature backtest. The facade paths are the same types as the paths here; the ownership map lists every one with its feature.

Moving from 0.21? The 0.22 architecture and adoption guide maps each redesign to its replacement workflow; 0.22 keeps no compatibility with 0.21.

Minimal example

use optionstratlib_backtest::backtesting::SimulationStatsResult;

// A run's statistics start empty; `Simulate::simulate` fills them from a
// `Simulator`'s paths (see the runnable example below).
let stats = SimulationStatsResult::default();
assert_eq!(stats.total_simulations, 0);

Runnable example

A runnable program that depends on this crate directly, with the smallest dependency set and no facade, is osl-example-direct-backtest; make tree-example-direct-backtest asserts its resolved graph.

Features

• schema (off by default): derives utoipa::ToSchema on the backtest types and enables schema in core, pricing, simulation, analytics and strategies.

Modules

backtesting

Strategy backtests over simulated paths: evaluation, statistics, reports and metrics. Backtesting

error

Errors raised by the backtest layer. Errors owned by the backtest layer.

Constants

VERSION

Version of the optionstratlib-backtest crate.