Struct BacktestExecutor 

pub struct BacktestExecutor {
    pub initial_balance: f64,
    pub balance: f64,
    pub trade_log: Vec<TradeResult>,
    /* private fields */
}

Simulates trade execution and tracks account balance / P&L.

The executor does not own the TradeEngine — instead it receives effects and a reference to the engine after each price update or action.

Fields

initial_balance: f64

Starting account balance.

balance: f64

Current account balance (initial + realised P&L).

trade_log: Vec<TradeResult>

Per-close trade results collected over the backtest.

Implementations

impl BacktestExecutor

pub fn new(initial_balance: f64, contract_sizes: HashMap<String, f64>) -> Self

Create a new executor with the given starting balance and contract sizes.

contract_sizes maps symbol name → contract size (e.g. 100_000 for forex). Pass an empty map to get the legacy behaviour (multiplier = 1.0).

pub fn process_effects( &mut self, effects: &[Effect], engine: &TradeEngine, quote: &PriceQuote, )

Process a batch of effects produced by the engine.

engine is passed by reference so that the executor can look up position details (e.g. entry price, side) when recording opens. quote is the current market price used for close-price calculation.

For close effects the executor resolves the position symbol and prefers the engine’s last known quote for that symbol. This prevents cross-symbol quote contamination in merged multi-symbol feeds.

pub fn realized_pnl(&self) -> f64

Realised P&L so far.

pub fn open_count(&self) -> usize

Number of tracked open entries.

Trait Implementations

impl Clone for BacktestExecutor

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BacktestExecutor

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

Formats the value using the given formatter.