List of all items

Structs

• ConversionLeg
• ConversionLegAudit
• ConversionQuoteBook
• ConversionResult
• CostCharge
• EntryLevelResolution
• EntryResolutionContext
• FxPair
• GeneratedTargetResolution
• InstrumentCosts
• ManagementProfile
• ResolvedEntry
• RunCurrencyPlan
• SwapSchedule
• TargetResolution
• artifacts::CloseEvent
• artifacts::CompletedPosition
• artifacts::CostEvent
• artifacts::EntryProfileResolutionAudit
• artifacts::ExecutionMetadata
• artifacts::FutureBacktestArtifacts
• artifacts::InstrumentSizingArtifact
• artifacts::MarketEntrySizingAudit
• artifacts::OpenPositionSnapshot
• artifacts::PendingOrderLifecycleEvent
• artifacts::PendingOrderSnapshot
• artifacts::RecordedFill
• artifacts::ReplayInstrumentArtifact
• artifacts::ReplayInstrumentManifest
• artifacts::RiskTranche
• currency::ConversionLeg
• currency::ConversionLegAudit
• currency::ConversionQuoteBook
• currency::ConversionResult
• currency::FxPair
• currency::RunCurrencyPlan
• data_feed::BarExecutionPrices
• data_feed::EventBatchFeed
• data_feed::EventMetadata
• data_feed::FeedEvent
• data_feed::KWayMergeFeed
• data_feed::SequencedMarketEvent
• data_feed::SeriesRoles
• data_feed::TimestampBatch
• data_feed::VecFeed
• economic_support::SupportedLegacyEconomics
• evaluation::BootstrapConfig
• evaluation::BreakdownBucket
• evaluation::BreakdownRowSummary
• evaluation::ConfidenceInterval
• evaluation::CostMetricsSection
• evaluation::CoverageSection
• evaluation::CumulativeRPoint
• evaluation::EvaluationBreakdown
• evaluation::EvaluationContext
• evaluation::EvaluationOptions
• evaluation::EvaluationPositionRows
• evaluation::EvaluationReport
• evaluation::EvaluationRequest
• evaluation::ExcursionInput
• evaluation::ExcursionMetricsSection
• evaluation::ExecutionDiagnosticsInput
• evaluation::ExecutionDiagnosticsSection
• evaluation::IntrinsicRobustnessSection
• evaluation::LifecycleCounts
• evaluation::MetricValue
• evaluation::PnlConcentrationSection
• evaluation::PositionCostsInput
• evaluation::PositionDimensions
• evaluation::PositionFilter
• evaluation::PositionOutcome
• evaluation::PositionPerformanceSection
• evaluation::RMetricsSection
• evaluation::RQuantiles
• evaluation::RemovalImpact
• evaluation::RollingOutcome
• evaluation::RollingOutcomes
• evaluation::SourceCoverageCounts
• executor::BacktestExecutor
• future_executor::FutureExecutor
• ledger::ActionDisposition
• ledger::LifecycleLedger
• mtm::MtmCurveCollector
• mtm::MtmOutputSummary
• portfolio::CampaignExcursion
• portfolio::EquityPoint
• portfolio::PortfolioRecorder
• profile::EntryLevelResolution
• profile::EntryResolutionContext
• profile::GeneratedTargetResolution
• profile::ManagementProfile
• profile::PreparedEntryProfiles
• profile::ProfileRegistry
• profile::ResolvedEntry
• profile::TargetResolution
• report::BacktestResult
• report::CloseReasonStats
• report::DurationStats
• report::MonthlyReturn
• report::PositionSummary
• report::RiskMetrics
• report::StreakStats
• report::SubsetStats
• report::TradeResult
• runner::BacktestConfig
• runner::BacktestRunner
• runner::FutureQuoteConfig
• runner::ReplayCancelled
• runner::ReplayProgress
• sizing::SizingResult
• strategy::analysis::AnalysisBoundary
• strategy::analysis::AnalysisBoundaryOutput
• strategy::analysis::AnalysisContext
• strategy::analysis::AnalysisPipeline
• strategy::analysis::ConfirmedPivotAnalyzer
• strategy::analysis::ObservationSelection
• strategy::analysis::ObservationStore
• strategy::analysis::ObservationStoreLimits
• strategy::analysis::ObservationWindow
• strategy::analysis::PivotConfig
• strategy::analysis::PriceZone
• strategy::analysis::StrategyObservation
• strategy::analysis::StrategyObservationDraft
• strategy::analysis::SwingPoint
• strategy::analysis::ZoneId
• strategy::annotation::AnnotationId
• strategy::annotation::AnnotationLimits
• strategy::annotation::AnnotationTimeline
• strategy::annotation::StrategyAnnotation
• strategy::calendar::CalendarAdmissionLimits
• strategy::calendar::CalendarBar
• strategy::calendar::CalendarFeatureProjector
• strategy::calendar::CalendarInputSpec
• strategy::calendar::ConfiguredCalendarFeatureProjector
• strategy::calendar::ConfiguredCalendarInput
• strategy::calendar::ConfiguredTradingCalendar
• strategy::calendar::IanaTradingCalendar
• strategy::calendar::LocalMarketIntervalSpec
• strategy::calendar::NamedSessionSpec
• strategy::calendar::OpeningRange
• strategy::calendar::ResolvedSession
• strategy::calendar::ResolvedSessionOccurrence
• strategy::calendar::ResolvedTradingDay
• strategy::calendar::SessionOccurrenceId
• strategy::calendar::TradingCalendarSpec
• strategy::calendar::WeeklyMarketIntervalSpec
• strategy::config::SeriesId
• strategy::config::StrategyRetentionLimits
• strategy::config::WarmupRequirement
• strategy::configured::BacktestConfiguredStrategyAdapter
• strategy::configured::ConfiguredHistoricalBindings
• strategy::configured::ConfiguredNamedInputBinding
• strategy::configured::ConfiguredSourceBinding
• strategy::configured::ConfirmedSwingFactProjector
• strategy::configured::NamedInputProjectionContext
• strategy::configured::NamedInputProjectionError
• strategy::configured::ProjectedNamedInput
• strategy::configured::SourceBarFactProjector
• strategy::context::StrategyContext
• strategy::domain::SeriesRequirement
• strategy::domain::StrategyBacktestResult
• strategy::domain::StrategyDecisionOutput
• strategy::domain::StrategyDecisionRecord
• strategy::domain::StrategyDecisionRecorder
• strategy::domain::StrategyDecisionRetention
• strategy::domain::StrategyDescriptor
• strategy::domain::StrategyId
• strategy::domain::StrategyRequirements
• strategy::domain::StrategyResearchOutput
• strategy::experiment::StrategyComparisonMetrics
• strategy::experiment::StrategyComparisonSnapshot
• strategy::experiment::StrategyExperimentComparison
• strategy::feedback::StrategyFeedback
• strategy::geometry::SeriesGeometry
• strategy::geometry::SeriesGeometryError
• strategy::journal::StrategyJournalDraft
• strategy::journal::StrategyJournalOutput
• strategy::journal::StrategyJournalRecord
• strategy::journal::StrategyJournalRecorder
• strategy::journal::StrategyJournalRetention
• strategy::journal::StrategyResearchLimits
• strategy::portfolio::ConfiguredInstance
• strategy::portfolio::DirectPortfolioInstance
• strategy::portfolio::MixedPortfolioBacktestResult
• strategy::portfolio::PortfolioBacktestResult
• strategy::portfolio::PortfolioInstanceOutput
• strategy::portfolio::SupervisorEvent
• strategy::portfolio::SupervisorHaltAction
• strategy::portfolio::SupervisorOutput
• strategy::runtime::StrategyDecisionDraft
• strategy::runtime::StrategyEvent
• strategy::runtime::StrategyOutput
• strategy::series::BarSeriesSpec
• strategy::series::BarWindow
• strategy::series::ClosedBar
• strategy::series::MultiTimeframeSeries
• strategy::series::SeriesWarmupState
• strategy::session::FixedUtcSessionProjector

Enums

• CommissionModel
• ConversionError
• ConversionPriceSide
• ConversionRoute
• CostBasis
• CostKind
• CostValidationError
• EntryGeometryPolicy
• FxPairDirection
• PositionRef
• PriceGridSource
• ProfileApplicationError
• ProfileValidationError
• QuoteValidationError
• RawSignal
• RuleConfigDef
• RunCurrencyPlanError
• StoplossMode
• SwapAmount
• TargetResolutionSource
• TargetSelection
• TargetSource
• artifacts::EntryProfileSelectionSource
• artifacts::EntryResolutionStage
• artifacts::MarketEntrySizingBasis
• artifacts::NetPnlOutcome
• artifacts::PendingOrderLifecycleState
• artifacts::RiskBasisStatus
• currency::ConversionError
• currency::ConversionPriceSide
• currency::ConversionRoute
• currency::FxPairDirection
• currency::QuoteValidationError
• currency::RunCurrencyPlanError
• data_feed::EventBatchFeedError
• data_feed::KWayMergeError
• data_feed::MarketEvent
• economic_support::EconomicSupportError
• economic_support::LegacyEconomicModel
• evaluation::BreakdownDimension
• evaluation::BreakdownValue
• evaluation::EvaluationSection
• evaluation::GroupFilter
• evaluation::MetricStatus
• evaluation::OutcomeClassification
• evaluation::PositionSide
• ledger::ActionDispositionStatus
• ledger::LedgerError
• mtm::MtmOutputPolicy
• mtm::MtmOutputPolicyError
• profile::EntryGeometryPolicy
• profile::EntryProfileRoutingError
• profile::PositionRef
• profile::PriceGridSource
• profile::ProfileApplicationError
• profile::ProfileRegistryError
• profile::ProfileValidationError
• profile::RawSignal
• profile::RuleConfigDef
• profile::StoplossMode
• profile::TargetResolutionSource
• profile::TargetSelection
• profile::TargetSource
• runner::EquityObservationKind
• runner::StreamingReplayError
• sizing::InstrumentSizingError
• sizing::LotCapStatus
• sizing::SizingError
• sizing::SizingPolicy
• strategy::analysis::AnalysisError
• strategy::analysis::MomentumState
• strategy::analysis::ObservationOrigin
• strategy::analysis::RejectionPattern
• strategy::analysis::StrategyObservationValue
• strategy::analysis::SwingKind
• strategy::analysis::ZoneSide
• strategy::analysis::ZoneSource
• strategy::analysis::ZoneState
• strategy::annotation::AnnotationError
• strategy::annotation::AnnotationUse
• strategy::calendar::CalendarError
• strategy::calendar::CalendarFeatureKind
• strategy::calendar::CalendarTimeBasis
• strategy::calendar::MarketScheduleSpec
• strategy::calendar::SessionScheduleSpec
• strategy::calendar::SessionSpanSpec
• strategy::config::PriceBasis
• strategy::config::StrategyConfigError
• strategy::config::Timeframe
• strategy::configured::ConfiguredEntryProfileError
• strategy::configured::ConfiguredStrategyAdapterBuildError
• strategy::configured::ConfiguredStrategyAdapterError
• strategy::configured::ConfiguredStrategyAdapterPreflightError
• strategy::configured::ConfirmedSwingFactKind
• strategy::configured::HistoricalVolumeProjection
• strategy::configured::SourceBarFactKind
• strategy::domain::StrategyDecisionKind
• strategy::domain::StrategyDomainError
• strategy::experiment::StrategyExperimentError
• strategy::feedback::StrategyFeedbackEvent
• strategy::journal::JournalKind
• strategy::journal::StrategyJournalError
• strategy::portfolio::MixedPortfolioReplayError
• strategy::portfolio::PortfolioReplayError
• strategy::replay::StrategyReplayError
• strategy::replay::StrategyReplayInputError
• strategy::runtime::StrategyRuntimeError
• strategy::series::MissingIntervalPolicy
• strategy::series::SeriesError
• strategy::series::SeriesViewError
• strategy::session::FixedUtcSessionError

Traits

• PositionResolver
• data_feed::DataFeed
• data_feed::EventSourceItem
• data_feed::FallibleBatchFeed
• profile::PositionResolver
• strategy::Strategy
• strategy::analysis::HistoricalAnalyzer
• strategy::analysis::HistoricalObservationView
• strategy::configured::HistoricalNamedInputProjector
• strategy::runtime::HistoricalStrategy
• strategy::series::HistoricalSeriesView

Functions

• allocate_target_units
• artifacts::deterministic_event_id
• currency::resolve_conversion_route
• currency::resolve_fx_pair
• data_feed::bars_to_feed
• data_feed::bars_to_feed_with_metadata
• data_feed::merge_feeds
• data_feed::ticks_to_feed
• data_feed::ticks_to_feed_with_metadata
• economic_support::guarded_instrument_spec
• economic_support::resolve_legacy_economics
• evaluation::bootstrap_mean_confidence
• evaluation::evaluate
• evaluation::wilson_interval
• profile::allocate_target_steps
• profile::allocate_target_units
• profile::resolve_signal
• profile::resolve_unprofiled_entry
• profile::validate_profile
• resolve_conversion_route
• resolve_fx_pair
• resolve_signal
• resolve_unprofiled_entry
• sizing::compute_instrument_native_loss_per_lot
• sizing::compute_instrument_size
• sizing::compute_instrument_size_for_spec
• sizing::compute_instrument_size_for_spec_with_prices
• sizing::compute_native_loss_per_lot
• sizing::compute_size

Type Aliases

• profile::ProfileError

Constants

• artifacts::DEFAULT_PNL_EPSILON
• artifacts::FUTURE_ARTIFACT_FORMAT_VERSION
• economic_support::LEGACY_ECONOMIC_GUARD_ID
• mtm::DEFAULT_MTM_MAX_POINTS
• mtm::MAX_MTM_MAX_POINTS
• mtm::MIN_MTM_MAX_POINTS
• runner::MAX_RUN_TAGS
• runner::MAX_RUN_TAG_BYTES
• strategy::analysis::MAX_ANALYZERS
• strategy::analysis::MAX_OBSERVATIONS_PER_BOUNDARY
• strategy::analysis::MAX_OBSERVATION_SOURCE_SERIES
• strategy::analysis::MAX_PIVOT_SIDE_BARS
• strategy::analysis::MAX_RETAINED_OBSERVATIONS
• strategy::analysis::MAX_ZONE_ID_BYTES
• strategy::annotation::MAX_ANNOTATIONS
• strategy::annotation::MAX_ANNOTATION_ID_BYTES
• strategy::annotation::MAX_ANNOTATION_NOTE_BYTES
• strategy::calendar::DEFAULT_CALENDAR_SESSION_ID
• strategy::config::MAX_DECISION_RECORDS
• strategy::config::MAX_REASON_BYTES
• strategy::config::MAX_SERIES_ID_BYTES
• strategy::config::MAX_SIGNALS_PER_CALLBACK
• strategy::config::MAX_WARMUP_BARS
• strategy::domain::MAX_DECISION_LATENCY_MS
• strategy::domain::MAX_INSTRUMENT_BYTES
• strategy::domain::MAX_STRATEGY_ID_BYTES
• strategy::domain::MAX_STRATEGY_REVISION_BYTES
• strategy::domain::MAX_STRATEGY_TITLE_BYTES
• strategy::domain::MAX_TRADE_ID_BYTES
• strategy::journal::MAX_CHART_REF_BYTES
• strategy::journal::MAX_EXPERIMENT_LABEL_BYTES
• strategy::journal::MAX_JOURNAL_PER_CALLBACK
• strategy::journal::MAX_JOURNAL_REASON_BYTES
• strategy::journal::MAX_JOURNAL_RECORDS
• strategy::journal::MAX_JOURNAL_VALUES
• strategy::journal::MAX_JOURNAL_VALUE_KEY_BYTES
• strategy::portfolio::INSTANCE_POSITION_TAG
• strategy::portfolio::MAX_PORTFOLIO_INSTANCES
• strategy::series::MAX_RETAINED_BARS
• strategy::session::MAX_SESSION_WINDOWS