Struct BacktestConfig 

pub struct BacktestConfig {
    pub symbols: Vec<Symbol>,
    pub initial_cash: f64,
    pub sizing: SizingConfig,
    pub slippage: SlippageModel,
    pub fees: FeeModel,
    pub contract_value: f64,
    pub risk_free_rate: f64,
    pub periods_per_year: u32,
    pub session_pnl: Option<SessionPnlConfig>,
    pub circuit_breaker: Option<CircuitBreakerConfig>,
}

Configuration for a crate::Backtest.

Example

use rustrade_backtest::{BacktestConfig, FeeModel, SlippageModel};

let config = BacktestConfig::builder()
    .symbol("BTCUSDT")
    .initial_cash(10_000.0)
    .slippage(SlippageModel::FixedBps(5.0))
    .fees(FeeModel::Flat(0.001))
    .periods_per_year(252 * 24 * 60) // per-minute Sharpe
    .build()
    .unwrap();

assert_eq!(config.initial_cash, 10_000.0);
assert_eq!(config.periods_per_year, 252 * 24 * 60);

Fields

symbols: Vec<Symbol>

Symbols the brain trades. For single-symbol backtests this is a one-element vector; events whose symbol is not in the list are silently ignored. The engine routes each MarketDataEvent to the brain with the current position for that symbol.

initial_cash: f64

Starting cash balance in quote currency. Shared across all symbols — there’s a single equity curve.

sizing: SizingConfig

Sizing config — how the brain’s Decision becomes a contract count. Same struct used by the live ExecutionService.

slippage: SlippageModel

Slippage policy applied to every fill.

fees: FeeModel

Fee schedule applied to every fill.

contract_value: f64

Base-asset units per contract. For spot adapters this is 1.0; futures adapters override per symbol. Multi-symbol backtests share a single multiplier — for mixed spot/futures portfolios run each symbol in its own Backtest instance.

risk_free_rate: f64

Per-period risk-free rate used by crate::BacktestResult::sharpe_ratio and crate::BacktestResult::sortino_ratio. Expressed in the same cadence as the candles — e.g. for daily candles with a 2 % annual rate set this to 0.02 / 252 ≈ 7.94e-5. Defaults to 0.0.

periods_per_year: u32

Annualisation factor for the Sharpe and Sortino ratios. For daily candles use 252 (trading days), for hourly 24 * 252, for minute 60 * 24 * 365, etc. Defaults to 252.

session_pnl: Option<SessionPnlConfig>

Per-symbol session-PnL halt applied during replay — the same gate the live ExecutionService checks first. When set, each symbol gets its own SessionPnl driven by candle time (so the daily halt rolls over at 00:00 UTC in replay time, not wall time), fed from every emitted TradeOutcome. Once the net session PnL hits loss_limit, further non-Hold decisions for that symbol are blocked (counted in BacktestResult::orders_blocked) until the next UTC day. None (the default) disables the gate — existing backtests are unaffected.

circuit_breaker: Option<CircuitBreakerConfig>

Per-symbol circuit breaker applied during replay — the live execution path’s second gate. Sliding-window loss counting and the cooldown both run on candle time. None (the default) disables the gate.

Implementations

impl BacktestConfig

pub fn symbol(&self) -> &Symbol

Convenience accessor for single-symbol configs.

Returns the first (and only) symbol when Self::symbols is a one-element vector. Panics on empty or multi-symbol configs — callers that mix scopes should use Self::symbols directly.

impl BacktestConfig

pub fn builder() -> BacktestConfigBuilder

Start a BacktestConfigBuilder.

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.