Struct BarBroker 

pub struct BarBroker<F: FillModel> { /* private fields */ }

Implementations

impl<F: FillModel> BarBroker<F>

pub fn new(fills: F, initial_capital: f64) -> Self

pub fn with_commission(self, commission: Commission) -> Self

pub fn with_sizing(self, sizing: Sizing) -> Self

pub fn with_mintick(self, mintick: f64) -> Self

pub fn with_pyramiding(self, pyramiding: usize) -> Self

Trait Implementations

impl<F: FillModel> Broker for BarBroker<F>

fn submit(&mut self, order: Order)

Submit an order, replacing any pending one with the same id.

fn set_risk(&mut self, rule: RiskRule)

Apply a risk-management rule (from a strategy.risk.* call).

fn submit_exit(&mut self, exit: Exit)

Submit a stop-loss / take-profit bracket, replacing any with the same id.

fn cancel(&mut self, id: &str)

Cancel a pending order by id; a filled order is unaffected.

fn cancel_all(&mut self)

Cancel every pending order.

fn advance(&mut self, bar: &Bar)

Fill whatever bar allows, updating the position and trade log.

fn position(&self) -> Position

The current net position.

fn initial_capital(&self) -> f64

The capital the account started with, before any trade or commission.

fn equity(&self, price: f64) -> f64

Account value: capital plus realised and unrealised profit, marked at price (typically the latest close).

fn open_trades(&self) -> Vec<&Trade>

Trades still open, oldest first.

fn closed_trades(&self) -> &[Trade]

Trades already closed, in the order they closed.

fn halted_bar(&self) -> Option<u64>

The bar the run halted on if a rest-of-run risk rule fired (max_drawdown, max_cons_loss_days), else None.