Expand description
Backtest runner — orchestrates the backtest loop.
BacktestRunner combines a TradeEngine, a BacktestExecutor, and
either a Strategy or a set of predefined RawSignals to produce a
BacktestResult.
§Two modes of operation
-
Strategy-driven (
run_strategy): The runner feeds market events to aStrategyimplementation. The strategy returnsActions which are forwarded to the engine. -
Raw-signal replay (
run_raw_signals): A pre-sortedVec<RawSignal>is merged with the market data timeline. Signals are injected at the correct timestamps.
Structs§
- Backtest
Config - Configuration for a backtest run.
- Backtest
Runner - Orchestrates a backtest by driving the engine with data and actions.
- Future
Quote Config - Future-quote execution settings. Existing runners remain on legacy semantics
unless
BacktestRunner::run_raw_signals_futureis used. - Replay
Cancelled - Cooperative cancellation marker for a controlled replay.
- Replay
Progress - Monotonic replay counters emitted by cancellable signal replays.
Enums§
- Equity
Observation Kind - Stage at which an exact FutureQuote equity observation was made.
- Streaming
Replay Error - Error returned by a controlled FutureQuote streaming replay.
Constants§
- MAX_
RUN_ TAGS - Largest number of run tags one replay may carry.
- MAX_
RUN_ TAG_ BYTES - Largest byte length of one run-tag key or value.