Expand description
Logical contracts for the quant-system backtest service.
The default build contains no xrpc dependency. Enable the xrpc feature
only in a process composition root that selects the current provider.
Structs§
- AddProfile
Request - Request to add (or overwrite) a management profile at runtime.
- AddProfile
Response - Response from adding a profile.
- Backtest
Config Msg - Serializable backtest configuration sent by the client.
- Backtest
Multi RunSpec - Execution scope and inputs for a multi-profile comparison.
- Backtest
Progress - Structured progress for an asynchronous backtest job.
- Backtest
Result Msg - Serializable mirror of
BacktestResultfor wire transport. - Backtest
RunSpec - Execution scope and inputs for one backtest run.
- Backtest
Service Protocol Error - Backtest
Status Response - Status of a backtest job.
- Bootstrap
Config Msg - Calendar
Input Msg - Calendar
Limits Msg - Cancel
Backtest Request - Request cancellation of a backtest job.
- Cancel
Backtest Response - Response from cancelling a backtest job.
- Close
Reason Stats Msg - Wire-safe mirror of
CloseReasonStats. - Configured
Strategy Output Msg - Strategy output returned with a configured run’s economic result.
- Configured
Strategy RunMsg - One fully bound configured strategy document and the series backing its sources.
- Configured
Strategy RunSpec - Execution scope for one configured strategy run over one symbol.
- Cost
Event Msg - Wire-safe mirror of one commission or swap charge.
- Delete
Result Artifact Request - Delete a result artifact after a successful download.
- Delete
Result Artifact Response - Response from deleting a result artifact.
- Duration
Stats Msg - Wire-safe mirror of
DurationStats. - Entry
Profile Route Msg - One exact entry-class route to a named or inline management profile.
- Equity
Point - A single point on the equity curve.
- Evaluation
Context Msg - Provider/source identifiers carried into the evaluation result.
- Excluded
Instrument Msg - Bounded evidence for an instrument excluded during preparation.
- Excluded
Signal RefMsg - Original input coordinates for one excluded signal.
- Future
Backtest Result Msg - Format-versioned execution/accounting payload. Complex internal records remain JSON values so new additive fields do not require synchronized positional wire changes; the transport itself uses JsonCodec.
- Future
Quote Config Msg - FutureQuoteV1 execution settings used by the backtest RPC methods.
- GetBacktest
Result Request - Request the result of a completed backtest job.
- GetBacktest
Result Response - Response containing the result of a completed backtest job.
- GetBacktest
Status Request - Request the current status of a backtest job.
- GetResult
Artifact Chunk Request - Request a raw byte chunk from a result artifact.
- GetResult
Artifact Chunk Response - Base64-encoded raw artifact bytes at the requested offset.
- GetSearch
Result Request - Request for the output of a completed search job.
- GetSearch
Result Response - Response carrying a search summary and the artifact holding its complete output.
- Historical
Inputs Msg - Instrument
Costs Msg - Wire-safe commission and swap specification for one instrument.
- List
Profiles Response - Response listing all loaded management profiles.
- List
Symbols Request - Request to list available data, optionally filtered.
- List
Symbols Response - Response listing available market data in the store.
- Local
Market Interval Msg - Management
Profile Msg - Wire-safe management profile definition sent inline with a request.
- Monthly
Return Msg - Wire-safe mirror of
MonthlyReturn. - MtmOutput
Summary Msg - Wire-safe mark-to-market output counts.
- Named
Session Msg - Pending
Order Lifecycle Event Msg - Typed wire mirror of a FutureQuote pending-order lifecycle event.
- Ping
Response - Health check response with server status.
- Portfolio
Instance Msg - One configured strategy instance of a portfolio run, trading one symbol against the shared account.
- Portfolio
Instance Output Msg - What one portfolio instance compiled, decided, and recorded.
- Portfolio
Output Msg - Instance and supervisor output returned with a portfolio run’s shared economic result.
- Portfolio
RunSpec - Execution scope of a portfolio run: several configured instances, one account, and optional portfolio policies.
- Position
Filter Msg - Typed position filters. Values within a field are ORed; populated fields and individual tag keys are ANDed.
- Position
Summary Msg - Wire-safe mirror of
PositionSummary. - Profile
Info - Summary of a management profile available on the server.
- Profile
Result - Result for one profile in a multi-profile comparison.
- Provider
Evaluation Options Msg - Typed provider-evaluation selection for canonical requests.
- Reload
Profiles Response - Response from reloading profiles from disk.
- Remove
Profile Request - Request to remove a management profile by name.
- Remove
Profile Response - Response from removing a profile.
- Replay
Admission Report Msg - Preparation decisions, separate from parser outcomes and execution dispositions.
- Result
Artifact RefMsg - Reference to a complete result JSON artifact.
- Risk
Metrics Msg - Wire-safe mirror of
RiskMetrics. - RunBacktest
Multi Request - RunBacktest
Multi Response - Response from a multi-profile comparison run.
- RunBacktest
Request - Strict FutureQuoteV1 request accepted by
run_backtest. - RunBacktest
Response - Response from a single backtest run.
- RunConfigured
Strategy Request - Synchronous configured strategy run.
- RunPortfolio
Request - Synchronous portfolio run.
- Search
Direct Factory Msg - Search
Direct Factory Point Msg - Search
Direct Portfolio Instance Msg - Search
Execution Variant Msg - Search
Portfolio Candidate Msg - Search
Result Msg - Complete search output, always delivered as the job’s result artifact.
- Search
RunSpec - Execution scope of a server-side parameter search over a strategy template and a space document.
- Search
Selected Rerun Msg - Search
Summary Msg - Counts that describe a completed search without its full output.
- Search
Window Msg - One labelled half-open evaluation window.
- Source
Binding Msg - Historical series geometry for one configured logical source; the source always reads the request symbol.
- Source
Coverage Counts Msg - Typed parser/source coverage supplied by clients that retain parse outcomes.
- Streak
Stats Msg - Wire-safe mirror of
StreakStats. - Submit
Backtest Request - Asynchronous FutureQuoteV1 submission.
- Submit
Backtest Response - Response from submitting a backtest job.
- Submit
Configured Strategy Request - Asynchronous configured strategy submission retained as a job.
- Submit
Portfolio Request - Asynchronous portfolio submission retained as a job.
- Submit
Search Request - Asynchronous search submission retained as a job.
- Subset
Stats Msg - Wire-safe mirror of
SubsetStats. - Swap
Schedule Msg - Wire-safe nightly swap magnitude plus the rollover calendar that charges it.
- Symbol
Availability - One row of data availability info.
- Trade
Result Msg - Wire-safe mirror of
TradeResult. - Trading
Calendar Msg - Watch
Backtest Request - Subscribe to status snapshots for a retained backtest job.
- Weekly
Market Interval Msg
Enums§
- Backtest
Client Error - Backtest
Event - Server-streamed retained-job status and liveness events.
- Breakdown
Dimension Msg - Typed deterministic breakdown selector.
- Calendar
Feature Msg - Calendar
Time Basis Msg - Commission
Model Msg - Wire-safe commission model.
- Entry
Geometry Policy Msg - Wire-safe entry geometry policy.
- Evaluation
Group Filter Msg - Evaluation
Position Side Msg - Evaluation
Section Msg - Selectable provider-evaluation report sections.
- Instrument
Exclusion Reason Msg - Why an instrument’s signals were excluded before replay.
- Market
Entry Sizing Basis Msg - Price basis used to size market entries.
- Market
Schedule Msg - MtmOutput
Policy Msg - Wire-safe mark-to-market output retention policy.
- Pending
Order Lifecycle State Msg - Wire-safe state for one pending-order lifecycle transition.
- Position
RefMsg - Wire-safe position reference.
- Price
Basis Msg - Price basis the bars of a configured logical source are built on.
- Profile
Ref - A profile reference: either by name or inline definition.
- RawSignal
Msg - Wire-safe signal that can represent any action, not just entries.
- Result
Delivery Msg - Requested delivery mode for a complete result JSON payload.
- Rule
Config DefMsg - Wire-safe rule configuration definition.
- Search
Evaluation Role Msg - Search
Factory Parameter Msg - Search
Windows Msg - Evaluation windows of a parameter search.
- Session
Schedule Msg - Session
Span Msg - Sizing
Policy Msg - Wire-safe in-place account sizing policy.
- Stoploss
Mode Msg - Wire-safe stoploss mode enum.
- Swap
Amount Msg - Wire-safe nightly swap magnitude, where a negative value charges and a positive value credits.
- Target
Selection Msg - Wire-safe strict target selection.
- Target
Source Msg - Wire-safe source used to select or generate targets.
- Unavailable
Instrument Policy Msg - Handling of selected instruments that cannot be prepared for replay.
Constants§
- RESULT_
FORMAT_ VERSION - Current format version for complete result JSON artifacts.
Traits§
- Backtest
Admin Client - Provider-neutral client port for runtime profile administration.
- Backtest
Client - Provider-neutral client port for the retained backtest-job workflow.
- Backtest
Discovery Client - Provider-neutral client port for profile and market-data discovery.
- Backtest
Strategy Client - Provider-neutral client port for configured strategy runs, portfolio runs, and server-side parameter searches.
- Backtest
Sync Client - Provider-neutral client port for finite synchronous backtest execution.