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BtOptions

quantwave_polars::bt

Struct BtOptions 

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pub struct BtOptions {
Show 13 fields
    pub signal_col: String,
    pub timestamp_col: String,
    pub close_col: String,
    pub symbol_col: Option<String>,
    pub entry_filter_col: Option<String>,
    pub size_multiplier_col: Option<String>,
    pub commission_bps: f64,
    pub slippage_bps: f64,
    pub initial_cash: f64,
    pub execution_delay: ExecutionDelay,
    pub stop_loss_pct: Option<f64>,
    pub take_profit_pct: Option<f64>,
    pub trailing_stop_pct: Option<f64>,

}
Expand description

Column names + cost knobs for a vectorized backtest run.

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§signal_col: String§timestamp_col: String§close_col: String§symbol_col: Option<String>§entry_filter_col: Option<String>§size_multiplier_col: Option<String>§commission_bps: f64§slippage_bps: f64§initial_cash: f64§execution_delay: ExecutionDelay§stop_loss_pct: Option<f64>§take_profit_pct: Option<f64>§trailing_stop_pct: Option<f64>

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impl BtOptions

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pub fn signal(signal_col: impl Into<String>) -> Self

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pub fn into_config(self) -> BacktestConfig

Trait Implementations§

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impl Clone for BtOptions

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fn clone(&self) -> BtOptions

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for BtOptions

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

Formats the value using the given formatter. Read more
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impl Default for BtOptions

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fn default() -> Self

Returns the “default value” for a type. Read more

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where T: 'static + ?Sized,

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

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impl<T> CloneToUninit for T
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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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fn __clone_box(&self, _: Private) -> *mut ()

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