Struct PortfolioRecorder 

pub struct PortfolioRecorder { /* private fields */ }

Stateful quote and account recorder suitable for incremental runner use.

Implementations

impl PortfolioRecorder

pub fn new( initial_balance: f64, contract_sizes: impl IntoIterator<Item = (String, f64)>, ) -> Self

Create a recorder. Missing symbols use contract size 1.0, matching the current backtest executor’s backward-compatible behavior.

pub fn with_fill_model(self, fill_model: FillModel) -> Self

pub fn with_stale_quote_after_millis( self, stale_after_millis: Option<i64>, ) -> Self

pub fn with_currency_plan(self, currency_plan: Option<RunCurrencyPlan>) -> Self

pub fn set_default_contract_size(&mut self, contract_size: f64) -> bool

pub fn set_contract_size( &mut self, symbol: impl Into<String>, contract_size: f64, ) -> bool

pub fn record_quote(&mut self, quote: PriceQuote) -> bool

Retain the newest quote for a symbol. Returns false for an out-of-order older quote that was ignored.

pub fn quote(&self, symbol: &str) -> Option<&PriceQuote>

pub fn initial_balance(&self) -> f64

pub fn realized_pnl(&self) -> f64

pub fn add_realized_pnl(&mut self, pnl: f64) -> bool

Add a realized close result. Non-finite values are rejected.

pub fn set_realized_pnl(&mut self, pnl: f64) -> bool

Replace the cumulative realized P&L (useful when adapting an executor that already owns the authoritative realized total).

pub fn record( &mut self, ts: NaiveDateTime, positions: impl IntoIterator<Item = OpenPositionSnapshot>, ) -> EquityPoint

Mark normalized open positions at the latest per-symbol quotes and append one equity point.

pub fn observe( &mut self, ts: NaiveDateTime, positions: impl IntoIterator<Item = OpenPositionSnapshot>, ) -> EquityPoint

pub fn record_with_currency( &mut self, ts: NaiveDateTime, positions: impl IntoIterator<Item = OpenPositionSnapshot>, conversion_quotes: Option<&ConversionQuoteBook>, ) -> EquityPoint

pub fn observe_with_currency( &mut self, ts: NaiveDateTime, positions: impl IntoIterator<Item = OpenPositionSnapshot>, conversion_quotes: Option<&ConversionQuoteBook>, ) -> EquityPoint

Mark positions and update exact accounting state without appending to the legacy curve.

pub fn campaign_excursion(&self, position_id: &str) -> Option<CampaignExcursion>

pub fn finish_campaign( &mut self, position_id: &str, final_net_pnl: f64, ) -> Option<CampaignExcursion>

Finalize and remove campaign excursion state, including final realized net P&L as the last observation.

pub fn latest_open_positions(&self) -> &[OpenPositionSnapshot]

pub fn equity_curve(&self) -> &[EquityPoint]

pub fn max_drawdown(&self) -> Option<f64>

pub fn max_drawdown_pct(&self) -> Option<f64>

Trait Implementations

impl Clone for PortfolioRecorder

fn clone(&self) -> PortfolioRecorder

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PortfolioRecorder

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

Formats the value using the given formatter.

impl Default for PortfolioRecorder

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for PortfolioRecorder

where PortfolioRecorder: Default,

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for PortfolioRecorder

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

where __S: Serializer,

Serialize this value into the given Serde serializer.