Expand description
Additive, serializable artifacts for future backtest runners.
These types deliberately consume normalized runner observations rather than
depending on TradeEngine. This keeps artifact collection usable by the
current engine, future execution paths, and external replay integrations.
Structs§
- Close
Event - A realized close, including partial closes, in additive account currency.
- Completed
Position - Complete campaign-level outcome for one position.
- Cost
Event - One commission or swap charge applied to the account during replay.
- Entry
Profile Resolution Audit - Auditable profile selection and initial level resolution for one applied Entry.
- Execution
Metadata - Reproducibility metadata for the execution/accounting model used by a run.
- Future
Backtest Artifacts - Complete additive artifact payload for a future backtest run.
- Instrument
Sizing Artifact - Exact catalog-backed sizing adjustment recorded before one Entry action.
- Market
Entry Sizing Audit - Sizing inputs and outputs recorded for one successfully executed market entry.
- Open
Position Snapshot - Serializable runner-supplied state for one currently open position.
- Pending
Order Lifecycle Event - One append-only transition in the FutureQuote pending-order lifecycle.
- Pending
Order Snapshot - Serializable state for an order that has not filled at the end of a run.
- Recorded
Fill - An execution fill enriched with all timing and quote context needed for an execution audit.
- Replay
Instrument Artifact - Resolved instrument identity and specification persisted for one replay symbol.
- Replay
Instrument Manifest - Typed instrument and stored-series inputs pinned for a replay.
- Risk
Tranche - Initial risk attached to one entry/scale-in tranche.
Enums§
- Entry
Profile Selection Source - How an Entry selected its initial management profile.
- Entry
Resolution Stage - Stage at which initial Entry levels were resolved.
- Market
Entry Sizing Basis - Price basis used to size market entries.
- NetPnl
Outcome - Epsilon-aware classification of additive net P&L.
- Pending
Order Lifecycle State - State transition emitted by the FutureQuote pending-order lifecycle.
- Risk
Basis Status - Availability and validity of a position’s initial monetary risk basis.
Constants§
- DEFAULT_
PNL_ EPSILON - Default absolute tolerance used to classify net P&L as breakeven.
- FUTURE_
ARTIFACT_ FORMAT_ VERSION - Current on-disk format version for
FutureBacktestArtifacts.
Functions§
- deterministic_
event_ id - Return a stable, human-readable event id for a scoped zero-based sequence.