Struct BacktestConfig 

pub struct BacktestConfig {
    pub initial_balance: f64,
    pub close_on_finish: bool,
    pub fill_model: FillModel,
    pub contract_sizes: HashMap<String, f64>,
    pub sizing: Option<SizingPolicy>,
    pub symbol_specs: HashMap<String, SymbolSpec>,
    pub instrument_manifest: Option<ReplayInstrumentManifest>,
}

Configuration for a backtest run.

Fields

initial_balance: f64

Starting account balance.

close_on_finish: bool

If true, all remaining open positions are closed at market when the data feed is exhausted.

fill_model: FillModel

How fill conditions and rule triggers interpret price quotes.

Defaults to FillModel::BidAsk — the most realistic model that uses the appropriate side of the spread for each operation.

contract_sizes: HashMap<String, f64>

Per-symbol contract size (point value) for P&L calculation.

Maps symbol name → contract size. For forex, this is typically lot_base_units from SymbolSpec (e.g. 100_000 for majors). For gold (XAUUSD) it’s 100 (1 lot = 100 oz).

When a symbol is absent from this map the multiplier defaults to 1.0, which preserves backward compatibility with all existing tests.

sizing: Option<SizingPolicy>

Optional position sizing policy. When set, entry signal sizes are recalculated after profile transformation using symbol metadata.

symbol_specs: HashMap<String, SymbolSpec>

Symbol specs for sizing calculations. Populated by the server from the symbol registry. Empty when no sizing policy is configured.

instrument_manifest: Option<ReplayInstrumentManifest>

Optional explicit instrument specifications and stored-series bindings pinned for this run.

Trait Implementations

impl Clone for BacktestConfig

fn clone(&self) -> BacktestConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BacktestConfig

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

Formats the value using the given formatter.

impl Default for BacktestConfig

fn default() -> Self

Returns the “default value” for a type.