Enum SlippageModel 

pub enum SlippageModel {
    Zero,
    FixedBps(f64),
}

Slippage policy for the backtest engine.

Pluggable: future variants can include book-walk slippage (which needs an order-book replay, not just candles) or per-symbol overrides.

Example

use rustrade_backtest::SlippageModel;
use rustrade_core::Side;

// 5 bps adverse slippage applied symmetrically.
let m = SlippageModel::FixedBps(5.0);
let buy = m.apply(Side::Buy, 100.0);
let sell = m.apply(Side::Sell, 100.0);
assert!((buy - 100.05).abs() < 1e-9);
assert!((sell - 99.95).abs() < 1e-9);

Variants

Zero

No slippage — fills land exactly at the reference price.

FixedBps(f64)

Fixed slippage in basis points applied symmetrically against the trade side. 5.0 bps = 0.05% adverse slippage.

Implementations

impl SlippageModel

pub fn apply(self, side: Side, reference_price: f64) -> f64

Adjust reference_price for an order of the given side. Returns the simulated fill price.

Trait Implementations

impl Clone for SlippageModel

fn clone(&self) -> SlippageModel

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for SlippageModel

impl Debug for SlippageModel

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

Formats the value using the given formatter.

impl Default for SlippageModel

fn default() -> SlippageModel

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for SlippageModel

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for SlippageModel

fn eq(&self, other: &SlippageModel) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for SlippageModel

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for SlippageModel