Expand description
Additive, serializable artifacts for future backtest runners.
These types deliberately consume normalized runner observations rather than
depending on TradeEngine. This keeps artifact collection usable by the
current engine, future execution paths, and external replay integrations.
Structs§
- Close
Event - A realized close, including partial closes, in additive account currency.
- Completed
Position - Complete campaign-level outcome for one position.
- Execution
Metadata - Reproducibility metadata for the execution/accounting model used by a run.
- Future
Backtest Artifacts - Complete additive artifact payload for a future backtest run.
- Open
Position Snapshot - Serializable runner-supplied state for one currently open position.
- Pending
Order Lifecycle Event - One append-only transition in the FutureQuote pending-order lifecycle.
- Pending
Order Snapshot - Serializable state for an order that has not filled at the end of a run.
- Recorded
Fill - An execution fill enriched with all timing and quote context needed for an execution audit.
- Risk
Tranche - Initial risk attached to one entry/scale-in tranche.
Enums§
- NetPnl
Outcome - Epsilon-aware classification of additive net P&L.
- Pending
Order Lifecycle State - State transition emitted by the FutureQuote pending-order lifecycle.
- Risk
Basis Status - Availability and validity of a position’s initial monetary risk basis.
Constants§
- DEFAULT_
PNL_ EPSILON - Default absolute tolerance used to classify net P&L as breakeven.
- FUTURE_
ARTIFACT_ FORMAT_ VERSION - Current on-disk format version for
FutureBacktestArtifacts.
Functions§
- deterministic_
event_ id - Return a stable, human-readable event id for a scoped zero-based sequence.