Expand description
The replay engine.
Single-threaded loop: feeds candles to the brain in order, builds an
order from each non-Hold decision, applies slippage and fees, and
updates a synthetic per-symbol position. On position-reducing fills
(closes or flips) a TradeOutcome is emitted into the result.
§Multi-symbol replay
Each candle is tagged with a symbol. The engine maintains independent
Position state per symbol but a single shared cash balance. When
Backtest::with_candles is used, every candle is assumed to be for
the (single) symbol on the config. For multi-symbol runs use
Backtest::with_symbol_candles.
Structs§
- Backtest
- The replay engine itself. Configure via
BacktestConfig, attach aBrainand one or more candle series, then.run().awaitfor the result.