Struct FutureBacktestArtifacts

Source

pub struct FutureBacktestArtifacts {Show 14 fields
    pub format_version: u32,
    pub execution: ExecutionMetadata,
    pub fills: Vec<RecordedFill>,
    pub close_events: Vec<CloseEvent>,
    pub cost_events: Vec<CostEvent>,
    pub completed_positions: Vec<CompletedPosition>,
    pub open_positions: Vec<OpenPositionSnapshot>,
    pub pending_orders: Vec<PendingOrderSnapshot>,
    pub pending_order_lifecycle: Vec<PendingOrderLifecycleEvent>,
    pub lifecycle: LifecycleLedger,
    pub equity_curve: Vec<EquityPoint>,
    pub mtm_output_summary: MtmOutputSummary,
    pub max_drawdown: Option<f64>,
    pub max_drawdown_pct: Option<f64>,
}

Expand description

Complete additive artifact payload for a future backtest run.

Fields§

§format_version: u32§execution: ExecutionMetadata§fills: Vec<RecordedFill>§close_events: Vec<CloseEvent>§cost_events: Vec<CostEvent>

Commission and swap charges applied during the run, in application order.

§completed_positions: Vec<CompletedPosition>§open_positions: Vec<OpenPositionSnapshot>§pending_orders: Vec<PendingOrderSnapshot>§pending_order_lifecycle: Vec<PendingOrderLifecycleEvent>§lifecycle: LifecycleLedger§equity_curve: Vec<EquityPoint>§mtm_output_summary: MtmOutputSummary§max_drawdown: Option<f64>§max_drawdown_pct: Option<f64>

FutureBacktestArtifacts

Struct FutureBacktestArtifacts Copy item path

Fields§

Trait Implementations§

impl Clone for FutureBacktestArtifacts

fn clone(&self) -> Self

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

impl Debug for FutureBacktestArtifacts

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

impl Default for FutureBacktestArtifacts

fn default() -> Self

impl<'de> Deserialize<'de> for FutureBacktestArtifactswhere FutureBacktestArtifacts: Default,

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where __D: Deserializer<'de>,

impl PartialEq for FutureBacktestArtifacts

fn eq(&self, other: &Self) -> bool

fn ne(&self, other: &Rhs) -> bool

impl Serialize for FutureBacktestArtifacts

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

impl StructuralPartialEq for FutureBacktestArtifacts

Auto Trait Implementations§

impl Freeze for FutureBacktestArtifacts

impl RefUnwindSafe for FutureBacktestArtifacts

impl Send for FutureBacktestArtifacts

impl Sync for FutureBacktestArtifacts

impl Unpin for FutureBacktestArtifacts

impl UnsafeUnpin for FutureBacktestArtifacts

impl UnwindSafe for FutureBacktestArtifacts

Blanket Implementations§

impl<T> Any for Twhere T: 'static + ?Sized,

fn type_id(&self) -> TypeId

impl<T> Borrow<T> for Twhere T: ?Sized,

fn borrow(&self) -> &T

impl<T> BorrowMut<T> for Twhere T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

impl<T> CloneToUninit for Twhere T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

impl<T> DeserializeOwned for Twhere T: for<'de> Deserialize<'de>,

impl<T> From<T> for T

fn from(t: T) -> T

impl<T, U> Into<U> for Twhere U: From<T>,

fn into(self) -> U

impl<T> ToOwned for Twhere T: Clone,

type Owned = T

fn to_owned(&self) -> T

fn clone_into(&self, target: &mut T)

impl<T, U> TryFrom<U> for Twhere U: Into<T>,

type Error = !

fn try_from(value: U) -> Result<T, !>

impl<T, U> TryInto<U> for Twhere U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

impl<V, T> VZip<V> for Twhere V: MultiLane<T>,

fn vzip(self) -> V

Struct FutureBacktestArtifacts

impl<'de> Deserialize<'de> for FutureBacktestArtifacts
where FutureBacktestArtifacts: Default,

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

impl<T> Any for T
where T: 'static + ?Sized,

impl<T> Borrow<T> for T
where T: ?Sized,

impl<T> BorrowMut<T> for T
where T: ?Sized,

impl<T> CloneToUninit for T
where T: Clone,

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

impl<T, U> Into<U> for T
where U: From<T>,

impl<T> ToOwned for T
where T: Clone,

impl<T, U> TryFrom<U> for T
where U: Into<T>,

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

impl<V, T> VZip<V> for T
where V: MultiLane<T>,