Expand description
Historical strategy contracts and the legacy action-producing strategy trait.
The validated descriptor, series requirements, decision records, and retention values are additive foundations for FutureQuote historical strategies. The existing Strategy trait remains the legacy action-producing API.
Re-exports§
pub use analysis::AnalysisBoundary;pub use analysis::AnalysisBoundaryOutput;pub use analysis::AnalysisContext;pub use analysis::AnalysisError;pub use analysis::AnalysisPipeline;pub use analysis::ConfirmedPivotAnalyzer;pub use analysis::HistoricalAnalyzer;pub use analysis::HistoricalObservationView;pub use analysis::MAX_ANALYZERS;pub use analysis::MAX_OBSERVATION_SOURCE_SERIES;pub use analysis::MAX_OBSERVATIONS_PER_BOUNDARY;pub use analysis::MAX_PIVOT_SIDE_BARS;pub use analysis::MAX_RETAINED_OBSERVATIONS;pub use analysis::MAX_ZONE_ID_BYTES;pub use analysis::MomentumState;pub use analysis::ObservationOrigin;pub use analysis::ObservationSelection;pub use analysis::ObservationStore;pub use analysis::ObservationStoreLimits;pub use analysis::ObservationWindow;pub use analysis::PivotConfig;pub use analysis::PriceZone;pub use analysis::RejectionPattern;pub use analysis::StrategyObservation;pub use analysis::StrategyObservationDraft;pub use analysis::StrategyObservationValue;pub use analysis::SwingKind;pub use analysis::SwingPoint;pub use analysis::ZoneId;pub use analysis::ZoneSide;pub use analysis::ZoneSource;pub use analysis::ZoneState;pub use annotation::AnnotationError;pub use annotation::AnnotationId;pub use annotation::AnnotationLimits;pub use annotation::AnnotationTimeline;pub use annotation::AnnotationUse;pub use annotation::MAX_ANNOTATION_ID_BYTES;pub use annotation::MAX_ANNOTATION_NOTE_BYTES;pub use annotation::MAX_ANNOTATIONS;pub use annotation::StrategyAnnotation;pub use calendar::CalendarAdmissionLimits;pub use calendar::CalendarBar;pub use calendar::CalendarError;pub use calendar::CalendarFeatureKind;pub use calendar::CalendarFeatureProjector;pub use calendar::CalendarInputSpec;pub use calendar::CalendarTimeBasis;pub use calendar::ConfiguredCalendarFeatureProjector;pub use calendar::ConfiguredCalendarInput;pub use calendar::ConfiguredTradingCalendar;pub use calendar::DEFAULT_CALENDAR_SESSION_ID;pub use calendar::IanaTradingCalendar;pub use calendar::LocalMarketIntervalSpec;pub use calendar::MarketScheduleSpec;pub use calendar::NamedSessionSpec;pub use calendar::OpeningRange;pub use calendar::ResolvedSession;pub use calendar::ResolvedSessionOccurrence;pub use calendar::ResolvedTradingDay;pub use calendar::SessionOccurrenceId;pub use calendar::SessionScheduleSpec;pub use calendar::SessionSpanSpec;pub use calendar::TradingCalendarSpec;pub use calendar::WeeklyMarketIntervalSpec;pub use config::MAX_DECISION_RECORDS;pub use config::MAX_REASON_BYTES;pub use config::MAX_SERIES_ID_BYTES;pub use config::MAX_SIGNALS_PER_CALLBACK;pub use config::MAX_WARMUP_BARS;pub use config::PriceBasis;pub use config::SeriesId;pub use config::StrategyConfigError;pub use config::StrategyRetentionLimits;pub use config::Timeframe;pub use config::WarmupRequirement;pub use configured::BacktestConfiguredStrategyAdapter;pub use configured::ConfiguredEntryProfileError;pub use configured::ConfiguredHistoricalBindings;pub use configured::ConfiguredNamedInputBinding;pub use configured::ConfiguredSourceBinding;pub use configured::ConfiguredStrategyAdapterBuildError;pub use configured::ConfiguredStrategyAdapterError;pub use configured::ConfiguredStrategyAdapterPreflightError;pub use configured::ConfirmedSwingFactKind;pub use configured::ConfirmedSwingFactProjector;pub use configured::HistoricalNamedInputProjector;pub use configured::HistoricalVolumeProjection;pub use configured::NamedInputProjectionContext;pub use configured::NamedInputProjectionError;pub use configured::ProjectedNamedInput;pub use configured::SourceBarFactKind;pub use configured::SourceBarFactProjector;pub use context::StrategyContext;pub use domain::MAX_DECISION_LATENCY_MS;pub use domain::MAX_INSTRUMENT_BYTES;pub use domain::MAX_STRATEGY_ID_BYTES;pub use domain::MAX_STRATEGY_REVISION_BYTES;pub use domain::MAX_STRATEGY_TITLE_BYTES;pub use domain::MAX_TRADE_ID_BYTES;pub use domain::SeriesRequirement;pub use domain::StrategyBacktestResult;pub use domain::StrategyDecisionKind;pub use domain::StrategyDecisionOutput;pub use domain::StrategyDecisionRecord;pub use domain::StrategyDecisionRecorder;pub use domain::StrategyDecisionRetention;pub use domain::StrategyDescriptor;pub use domain::StrategyDomainError;pub use domain::StrategyId;pub use domain::StrategyRequirements;pub use domain::StrategyResearchOutput;pub use experiment::StrategyComparisonMetrics;pub use experiment::StrategyComparisonSnapshot;pub use experiment::StrategyExperimentComparison;pub use experiment::StrategyExperimentError;pub use feedback::StrategyFeedback;pub use feedback::StrategyFeedbackEvent;pub use geometry::SeriesGeometry;pub use geometry::SeriesGeometryError;pub use journal::JournalKind;pub use journal::MAX_CHART_REF_BYTES;pub use journal::MAX_EXPERIMENT_LABEL_BYTES;pub use journal::MAX_JOURNAL_PER_CALLBACK;pub use journal::MAX_JOURNAL_REASON_BYTES;pub use journal::MAX_JOURNAL_RECORDS;pub use journal::MAX_JOURNAL_VALUE_KEY_BYTES;pub use journal::MAX_JOURNAL_VALUES;pub use journal::StrategyJournalDraft;pub use journal::StrategyJournalError;pub use journal::StrategyJournalOutput;pub use journal::StrategyJournalRecord;pub use journal::StrategyJournalRecorder;pub use journal::StrategyJournalRetention;pub use journal::StrategyResearchLimits;pub use portfolio::ConfiguredInstance;pub use portfolio::DirectPortfolioInstance;pub use portfolio::INSTANCE_POSITION_TAG;pub use portfolio::MAX_PORTFOLIO_INSTANCES;pub use portfolio::MixedPortfolioBacktestResult;pub use portfolio::MixedPortfolioReplayError;pub use portfolio::PortfolioBacktestResult;pub use portfolio::PortfolioInstanceOutput;pub use portfolio::PortfolioReplayError;pub use portfolio::SupervisorEvent;pub use portfolio::SupervisorHaltAction;pub use portfolio::SupervisorOutput;pub use replay::StrategyReplayError;pub use replay::StrategyReplayInputError;pub use runtime::HistoricalStrategy;pub use runtime::StrategyDecisionDraft;pub use runtime::StrategyEvent;pub use runtime::StrategyOutput;pub use runtime::StrategyRuntimeError;pub use series::BarSeriesSpec;pub use series::BarWindow;pub use series::ClosedBar;pub use series::HistoricalSeriesView;pub use series::MAX_RETAINED_BARS;pub use series::MissingIntervalPolicy;pub use series::MultiTimeframeSeries;pub use series::SeriesError;pub use series::SeriesViewError;pub use series::SeriesWarmupState;pub use session::FixedUtcSessionError;pub use session::FixedUtcSessionProjector;pub use session::MAX_SESSION_WINDOWS;
Modules§
- analysis
- Causal historical observations and complete-boundary analysis.
- annotation
- Validated causal and research-only historical annotations.
- calendar
- config
- Shared configuration values for historical strategy requirements.
- configured
- Historical binding for reusable configured strategies.
- context
- Read-only historical and engine state exposed at one strategy boundary.
- domain
- Validated domain values for historical strategy descriptions and decisions.
- experiment
- Explicit comparison of two completed historical strategy results.
- feedback
- Borrowed execution facts supplied to a historical strategy boundary.
- geometry
- Historical series geometry for configured logical sources and the warmup it implies.
- journal
- Bounded non-economic research journal output.
- portfolio
- Several configured strategy instances replayed against one account, optionally under a portfolio supervisor.
- replay
- Historical strategy integration with FutureQuote replay.
- runtime
- Stateful callback contract for causal historical strategies.
- series
- Causal fixed-duration closed bars built from historical tick batches or accepted from stored bars.
- session
- Neutral fixed-UTC session membership as a configured named input.
Traits§
- Strategy
- A trading strategy that reacts to market events.