pub struct ExecutionMetadata {Show 21 fields
pub run_id: Option<String>,
pub execution_model: ExecutionModel,
pub initial_balance: f64,
pub account_currency: Option<String>,
pub currency_plan: Option<RunCurrencyPlan>,
pub contract_sizes: BTreeMap<String, f64>,
pub instrument_manifest: Option<ReplayInstrumentManifest>,
pub instrument_sizing: Vec<InstrumentSizingArtifact>,
pub market_entry_sizing_basis: MarketEntrySizingBasis,
pub market_entry_sizing: Vec<MarketEntrySizingAudit>,
pub entry_profile_default: Option<ManagementProfile>,
pub entry_profile_routes: BTreeMap<String, ManagementProfile>,
pub entry_profile_resolutions: Vec<EntryProfileResolutionAudit>,
pub costs: BTreeMap<String, InstrumentCosts>,
pub unconverted_cost_events: u64,
pub zero_spread_bar_quotes: u64,
pub stale_quote_after_millis: Option<i64>,
pub pnl_epsilon: f64,
pub tags: BTreeMap<String, String>,
pub run_tags: BTreeMap<String, String>,
pub position_tags: BTreeMap<String, BTreeMap<String, String>>,
}Expand description
Reproducibility metadata for the execution/accounting model used by a run.
Fields§
§run_id: Option<String>§execution_model: ExecutionModel§initial_balance: f64§account_currency: Option<String>§currency_plan: Option<RunCurrencyPlan>Immutable primary/conversion universe, P&L currencies, routes, and warmup quotes.
contract_sizes: BTreeMap<String, f64>Monetary point-value multiplier by symbol.
instrument_manifest: Option<ReplayInstrumentManifest>Optional typed instrument and stored-series manifest for explicit catalog-backed runs.
instrument_sizing: Vec<InstrumentSizingArtifact>Exact requested and adjusted quantities for catalog-backed Entry sizing.
market_entry_sizing_basis: MarketEntrySizingBasisConfigured price basis for market-entry sizing.
market_entry_sizing: Vec<MarketEntrySizingAudit>Per-entry sizing audits for successfully executed market entries.
entry_profile_default: Option<ManagementProfile>Frozen default profile used by direct Entry routing.
entry_profile_routes: BTreeMap<String, ManagementProfile>Frozen exact entry-class routes used by direct Entry routing.
entry_profile_resolutions: Vec<EntryProfileResolutionAudit>Applied Entry profile selections and resolved initial levels.
costs: BTreeMap<String, InstrumentCosts>Per-symbol commission and swap specification applied during the run.
unconverted_cost_events: u64Swap charges skipped because no causal conversion quote was available.
zero_spread_bar_quotes: u64Bar quotes executed with a zero spread because neither the bar nor a fallback supplied one.
stale_quote_after_millis: Option<i64>Quotes older than this at an equity observation are counted as stale.
pnl_epsilon: f64Engine-produced diagnostics for this run, deterministically ordered.
Caller-supplied labels for this run, copied onto every completed position’s evaluation dimensions.
These are separate from tags so that a caller cannot overwrite an engine diagnostic and an engine diagnostic cannot become a breakdown dimension.
Labels that belong to single positions rather than to the whole run, keyed by position ID, such as the instance of a multi-instance run that opened the position. They join the run tags as breakdown dimensions of that position.