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Backtest

Struct Backtest 

Source
pub struct Backtest { /* private fields */ }
Expand description

The replay engine itself. Configure via BacktestConfig, attach a Brain and one or more candle series, then .run().await for the result.

§Example

use rustrade_backtest::{Backtest, BacktestConfig, load_csv};
let candles = load_csv("data/btcusdt-1m.csv")?;
let result = Backtest::new(
    BacktestConfig::builder()
        .symbol("BTCUSDT")
        .initial_cash(10_000.0)
        .build()?,
    brain,
)
.with_candles(candles)
.run()
.await?;

println!("{}", result.summary());

Implementations§

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impl Backtest

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pub fn new(config: BacktestConfig, brain: Arc<dyn Brain>) -> Self

Construct with a config + brain. The candle series is attached separately via Self::with_candles / Self::with_symbol_candles.

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pub fn with_candles(self, candles: Vec<Candle>) -> Self

Feed a candle series for the (single) symbol on the config. Convenience wrapper around Self::with_symbol_candles.

Panics if the config has more than one symbol — use Self::with_symbol_candles for multi-symbol backtests.

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pub fn with_symbol_candles( self, symbol: impl Into<Symbol>, candles: Vec<Candle>, ) -> Self

Feed a candle series for a specific symbol. Call multiple times for multi-symbol backtests; repeated calls for the same symbol replace the previous series.

The engine merges all series chronologically before replay, so the brain sees the global event stream — not per-symbol blocks.

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pub async fn run(self) -> Result<BacktestResult>

Run the backtest to completion. Returns the aggregated result.

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