Struct BacktestConfig 

pub struct BacktestConfig {
    pub cost_model: CostModel,
    pub timestamp_col: String,
    pub symbol_col: Option<String>,
    pub close_col: String,
    pub signal_col: String,
    pub entry_filter_col: Option<String>,
    pub size_multiplier_col: Option<String>,
    pub execution_model: ExecutionModel,
    pub execution_delay: ExecutionDelay,
    pub stop_config: StopConfig,
    pub position_sizer: Option<InitialRiskPositionSizer>,
}

Configuration for a backtest run.

Fields

cost_model: CostModel

timestamp_col: String

Column names (customizable for long-format flexibility).

symbol_col: Option<String>

close_col: String

signal_col: String

Signal column: f64 or bool/int. >0 long, <0 short, 0 flat (units for sizing). For rich PA + features/regime in batch DF path: pre-compute an ‘exposure’ col (e.g. via Polars exprs on ta.features + PA struct fields) and/or use the streaming path (run_streaming_simulation + Next impl emitting StrategySignal with metadata for pole_height etc). Struct signal_col auto-parses {exposure, long, pole_height, …} fields (quantwave-cr6v.11).

entry_filter_col: Option<String>

Optional boolean col: dynamic entry filter (AND with signal). For regime labels/probs or feature thresholds (ta.features outputs). Batch path uses false forces exposure 0 (batch + streaming parity in quantwave-cr6v.3).

size_multiplier_col: Option<String>

Optional f64 col: position size modulator (multiplies signal exposure). E.g. pole_height normalized or regime_prob. Enables ‘sized by pole’.

execution_model: ExecutionModel

execution_delay: ExecutionDelay

Signal-to-fill timing (quantwave-cr6v.8). Default SameBar preserves T+0 behavior.

stop_config: StopConfig

Optional stop-loss / take-profit / trailing (quantwave-cr6v.9).

position_sizer: Option<InitialRiskPositionSizer>

If Some, the engine will apply risk-budgeted sizing using fraction_at_risk / pole_height_atr from StrategySignal.metadata (or PAEvent converted) on top of raw exposure.

Trait Implementations

impl Clone for BacktestConfig

fn clone(&self) -> BacktestConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BacktestConfig

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

Formats the value using the given formatter.

impl Default for BacktestConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for BacktestConfig

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for BacktestConfig

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

where __S: Serializer,

Serialize this value into the given Serde serializer.