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BacktestResultMsg

backtest_server::rpc_types

Struct BacktestResultMsg 

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pub struct BacktestResultMsg {
Show 35 fields
    pub admission_report: Option<ReplayAdmissionReportMsg>,
    pub strategy: Option<ConfiguredStrategyOutputMsg>,
    pub portfolio: Option<PortfolioOutputMsg>,
    pub initial_balance: f64,
    pub final_balance: f64,
    pub total_pnl: f64,
    pub total_trades: usize,
    pub winning_trades: usize,
    pub losing_trades: usize,
    pub win_rate: f64,
    pub profit_factor: f64,
    pub max_drawdown: f64,
    pub max_drawdown_pct: f64,
    pub summary: SubsetStatsMsg,
    pub per_symbol: HashMap<String, SubsetStatsMsg>,
    pub per_group: HashMap<String, SubsetStatsMsg>,
    pub long_stats: SubsetStatsMsg,
    pub short_stats: SubsetStatsMsg,
    pub per_close_reason: Vec<CloseReasonStatsMsg>,
    pub streaks: StreakStatsMsg,
    pub risk_metrics: RiskMetricsMsg,
    pub duration_stats: Option<DurationStatsMsg>,
    pub monthly_returns: Vec<MonthlyReturnMsg>,
    pub equity_curve: Vec<EquityPoint>,
    pub trade_log: Vec<TradeResultMsg>,
    pub positions: Vec<PositionSummaryMsg>,
    pub total_positions: usize,
    pub winning_positions: usize,
    pub losing_positions: usize,
    pub position_win_rate: f64,
    pub future: Option<FutureBacktestResultMsg>,
    pub total_commission: f64,
    pub total_swap: f64,
    pub gross_pnl: Option<f64>,
    pub cost_events: Vec<CostEventMsg>,

}
Expand description

Serializable mirror of BacktestResult for wire transport.

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§admission_report: Option<ReplayAdmissionReportMsg>§strategy: Option<ConfiguredStrategyOutputMsg>

Strategy document, sources, decisions, and notes when the run executed a configured strategy.

§portfolio: Option<PortfolioOutputMsg>

Instance and supervisor output when the run executed a portfolio of configured strategies.

§initial_balance: f64§final_balance: f64§total_pnl: f64§total_trades: usize§winning_trades: usize§losing_trades: usize§win_rate: f64§profit_factor: f64§max_drawdown: f64§max_drawdown_pct: f64§summary: SubsetStatsMsg§per_symbol: HashMap<String, SubsetStatsMsg>§per_group: HashMap<String, SubsetStatsMsg>§long_stats: SubsetStatsMsg§short_stats: SubsetStatsMsg§per_close_reason: Vec<CloseReasonStatsMsg>§streaks: StreakStatsMsg§risk_metrics: RiskMetricsMsg§duration_stats: Option<DurationStatsMsg>§monthly_returns: Vec<MonthlyReturnMsg>§equity_curve: Vec<EquityPoint>§trade_log: Vec<TradeResultMsg>§positions: Vec<PositionSummaryMsg>§total_positions: usize§winning_positions: usize§losing_positions: usize§position_win_rate: f64§future: Option<FutureBacktestResultMsg>

Additive FutureQuoteV1 artifacts.

§total_commission: f64

Total account-currency commission charged across every entry and exit fill.

§total_swap: f64

Total account-currency swap charged across every rollover.

§gross_pnl: Option<f64>

Realized profit and loss before commission and swap, present only when a cost was charged.

§cost_events: Vec<CostEventMsg>

Commission and swap charges in application order.

Trait Implementations§

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impl Clone for BacktestResultMsg

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fn clone(&self) -> BacktestResultMsg

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for BacktestResultMsg

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fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error>

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for BacktestResultMsg

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fn deserialize<__D>( __deserializer: __D, ) -> Result<BacktestResultMsg, <__D as Deserializer<'de>>::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for BacktestResultMsg

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fn serialize<__S>( &self, __serializer: __S, ) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

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