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simulate_single_leg

optionstratlib_backtest::backtesting::strategy_simulation

Function simulate_single_leg 

Source 
pub fn simulate_single_leg<S, X, Y>(
    strategy: &S,
    sim: &Simulator<X, Y>,
    exit: ExitPolicy,
) -> Result<SimulationStatsResult, BacktestError>
where
    S: SingleLegSimulation + Sync,
    X: Copy + Into<Positive> + AddAssign + Display + Send + Sync,
    Y: Into<Positive> + Display + Clone + Send + Sync,
Expand description

Simulates a single-leg strategy across every walk of sim.

Prices the leg once for the opening premium, evaluates each walk with SingleLegPathEvaluator on the rayon pool (emitting a debug event per path and an info event at the end) and aggregates the results, in walk order, with SimulationStatsResult::from_results. The paths are independent, so the statistics are those of a serial run (#863).

§Errors

Returns a BacktestError when the strategy has no single leg, a Black-Scholes price or an expiration P&L fails, a step cannot be read as a price or carries a negative index, or the aggregate statistics overflow. When several paths fail, the error is the lowest-indexed path’s, as in a serial run; the other paths are still evaluated.