Enum FundingModel 

pub enum FundingModel {
    None,
    Constant {
        rate: f64,
        interval_ms: i64,
    },
    Series(Vec<(i64, f64)>),
}

Pluggable perp funding-rate schedule. Defaults to Self::None.

Rates are fractions of notional per settlement (0.0001 = 1 bp), the same convention exchanges publish. Timestamps are epoch milliseconds — the same unit as Candle::time.

Example

use rustrade_backtest::{FundingModel, EIGHT_HOURS_MS};

// Historical series: (settlement timestamp ms, rate).
let series = FundingModel::Series(vec![
    (EIGHT_HOURS_MS, 0.0001),
    (2 * EIGHT_HOURS_MS, -0.0002),
]);
assert_eq!(series.settlements_between(0, 2 * EIGHT_HOURS_MS).len(), 2);

// Constant fallback when no series exists: 1 bp every 8 h.
let constant = FundingModel::Constant { rate: 0.0001, interval_ms: EIGHT_HOURS_MS };
let s = constant.settlements_between(0, 24 * 3_600_000);
assert_eq!(s, vec![
    (EIGHT_HOURS_MS, 0.0001),
    (2 * EIGHT_HOURS_MS, 0.0001),
    (3 * EIGHT_HOURS_MS, 0.0001),
]);

Variants

None

No funding cashflows — spot backtests and every pre-existing consumer. The default.

Constant

Constant rate applied at every multiple of interval_ms on the epoch-aligned grid — the fallback when no historical series exists. interval_ms = EIGHT_HOURS_MS reproduces the KuCoin / Binance 8 h UTC settlement grid.

Fields

rate: f64

Rate per settlement as a fraction of notional (0.0001 = 1 bp). Positive = longs pay, shorts receive.

interval_ms: i64

Milliseconds between settlements. Must be > 0.

Series(Vec<(i64, f64)>)

Historical settlement series: (timestamp_ms, rate) pairs. BacktestConfigBuilder::build sorts the series by timestamp and rejects non-finite rates and duplicate timestamps (a duplicate would double-book a settlement).

Implementations

impl FundingModel

pub fn settlements_between(&self, after: i64, until: i64) -> Vec<(i64, f64)>

The settlements in the half-open window (after, until], ascending by timestamp. This is the live paper ledger’s accrual window: a settlement exactly at after is excluded, one exactly at until is included.

For Self::Series the series is assumed ascending by timestamp (the config builder sorts it, and Backtest::run re-validates the schedule so a series assigned directly to BacktestConfig.funding cannot reach the engine unsorted); results on an unsorted series are unspecified.

Trait Implementations

impl Clone for FundingModel

fn clone(&self) -> FundingModel

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FundingModel

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

Formats the value using the given formatter.

impl Default for FundingModel

fn default() -> FundingModel

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for FundingModel

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for FundingModel

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for FundingModel

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 FundingModel