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BacktestConfigBuilder

Struct BacktestConfigBuilder 

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pub struct BacktestConfigBuilder { /* private fields */ }
Expand description

Builder for BacktestConfig. Validates on Self::build.

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impl BacktestConfigBuilder

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pub fn symbol(self, sym: impl Into<Symbol>) -> Self

Single symbol to backtest. Convenience wrapper — equivalent to calling Self::symbols with a one-element vector. Repeated calls replace any previously set symbols.

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pub fn symbols<I, S>(self, syms: I) -> Self
where I: IntoIterator<Item = S>, S: Into<Symbol>,

Set the full symbol list. The brain will see events for all listed symbols and is responsible for filtering. At least one symbol is required.

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pub fn initial_cash(self, cash: f64) -> Self

Override the starting cash balance (default 10_000.0).

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pub fn sizing(self, sizing: SizingConfig) -> Self

Override the position-sizing config.

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pub fn slippage(self, m: SlippageModel) -> Self

Override the slippage model (default Zero).

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pub fn fees(self, m: FeeModel) -> Self

Override the fee model (default Flat(0.0005)).

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pub fn contract_value(self, cv: f64) -> Self

Override the contract multiplier (default 1.0 — spot).

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pub fn risk_free_rate(self, r: f64) -> Self

Per-period risk-free rate for Sharpe / Sortino (default 0.0). See BacktestConfig::risk_free_rate for the expected scaling.

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pub fn periods_per_year(self, n: u32) -> Self

Annualisation factor for Sharpe / Sortino (default 252). See BacktestConfig::periods_per_year for the typical cadences.

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pub fn session_pnl(self, cfg: SessionPnlConfig) -> Self

Enable the per-symbol session-PnL halt during replay (off by default). Use the same SessionPnlConfig the live bot runs with so the backtest reproduces live gating.

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pub fn circuit_breaker(self, cfg: CircuitBreakerConfig) -> Self

Enable the per-symbol circuit breaker during replay (off by default). Use the same CircuitBreakerConfig the live bot runs with so the backtest reproduces live gating.

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pub fn build(self) -> Result<BacktestConfig>

Validate and build. Returns Error::Config on any constraint violation.

Trait Implementations§

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impl Clone for BacktestConfigBuilder

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fn clone(&self) -> BacktestConfigBuilder

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 BacktestConfigBuilder

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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 BacktestConfigBuilder

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fn default() -> BacktestConfigBuilder

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

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impl<T> Any for T
where T: 'static + ?Sized,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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