Expand description
Adapters between the generic simulation contracts (PathOutcome,
PathStatistics) and the strategy-bound SimulationResult /
SimulationStatsResult shapes. Backtesting owns the conversion so the
simulation layer never has to name a strategy.
Adapters between the generic simulation contracts and the
strategy-bound result types.
The simulation layer reports a run as optionstratlib_simulation::simulation::PathOutcomes and summarises
them as optionstratlib_simulation::simulation::PathStatistics. Backtesting keeps the richer
crate::backtesting::results::SimulationResult (carrying a optionstratlib_analytics::pnl::PnL and optional risk metrics) and
SimulationStatsResult; this module owns the conversion between the
two shapes so that neither simulation nor strategies has to know about
it. The aggregate figures of a SimulationStatsResult are always the
ones optionstratlib_simulation::simulation::PathStatistics::from_outcomes computes.