List of all items
Structs
- Sequence
- Timed
- backtest::BacktestArgsConstant
- backtest::BacktestArgsDynamic
- backtest::market_data::MarketDataInMemory
- backtest::summary::BacktestSummary
- backtest::summary::MultiBacktestSummary
- engine::Engine
- engine::EngineMeta
- engine::action::generate_algo_orders::GenerateAlgoOrdersOutput
- engine::action::send_requests::SendCancelsAndOpensOutput
- engine::action::send_requests::SendRequestsOutput
- engine::audit::AuditTick
- engine::audit::ProcessAudit
- engine::audit::context::EngineContext
- engine::audit::state_replica::StateReplicaManager
- engine::clock::HistoricalClock
- engine::clock::LiveClock
- engine::execution_tx::MultiExchangeTxMap
- engine::state::EngineState
- engine::state::asset::AssetState
- engine::state::asset::AssetStates
- engine::state::builder::EngineStateBuilder
- engine::state::connectivity::ConnectivityState
- engine::state::connectivity::ConnectivityStates
- engine::state::global::DefaultGlobalData
- engine::state::instrument::InstrumentState
- engine::state::instrument::InstrumentStates
- engine::state::instrument::data::DefaultInstrumentMarketData
- engine::state::order::Orders
- engine::state::position::Position
- engine::state::position::PositionExited
- engine::state::position::PositionId
- engine::state::position::PositionManager
- engine::state::trading::TradingStateUpdateAudit
- error::RxDropped
- execution::Execution
- execution::builder::ExecutionBuild
- execution::builder::ExecutionBuildFutures
- execution::builder::ExecutionBuilder
- execution::builder::ExecutionHandles
- execution::manager::ExecutionManager
- logging::AuditSpanFilter
- risk::DefaultRiskManager
- risk::RiskApproved
- risk::RiskRefused
- risk::check::CheckFailHigherThan
- risk::check::CheckHigherThan
- shutdown::Shutdown
- statistic::metric::calmar::CalmarRatio
- statistic::metric::drawdown::Drawdown
- statistic::metric::drawdown::DrawdownGenerator
- statistic::metric::drawdown::max::MaxDrawdown
- statistic::metric::drawdown::max::MaxDrawdownGenerator
- statistic::metric::drawdown::mean::MeanDrawdown
- statistic::metric::drawdown::mean::MeanDrawdownGenerator
- statistic::metric::profit_factor::ProfitFactor
- statistic::metric::rate_of_return::RateOfReturn
- statistic::metric::sharpe::SharpeRatio
- statistic::metric::sortino::SortinoRatio
- statistic::metric::win_rate::WinRate
- statistic::summary::TradingSummary
- statistic::summary::TradingSummaryGenerator
- statistic::summary::asset::TearSheetAsset
- statistic::summary::asset::TearSheetAssetGenerator
- statistic::summary::dataset::DataSetSummary
- statistic::summary::dataset::dispersion::Dispersion
- statistic::summary::dataset::dispersion::Range
- statistic::summary::instrument::TearSheet
- statistic::summary::instrument::TearSheetGenerator
- statistic::summary::pnl::PnLReturns
- statistic::time::Annual252
- statistic::time::Annual365
- statistic::time::Daily
- strategy::DefaultStrategy
- system::System
- system::SystemAuxillaryHandles
- system::builder::SystemArgs
- system::builder::SystemBuild
- system::builder::SystemBuilder
- system::config::InstrumentConfig
- system::config::SystemConfig
Enums
- EngineEvent
- engine::EngineOutput
- engine::UpdateFromAccountOutput
- engine::UpdateFromMarketOutput
- engine::UpdateTradingStateOutput
- engine::action::ActionOutput
- engine::audit::EngineAudit
- engine::command::Command
- engine::error::EngineError
- engine::error::RecoverableEngineError
- engine::error::UnrecoverableEngineError
- engine::state::asset::filter::AssetFilter
- engine::state::connectivity::Health
- engine::state::instrument::filter::InstrumentFilter
- engine::state::position::OmsMode
- engine::state::trading::TradingState
- error::BarterError
- execution::error::ExecutionError
- execution::request::ExecutionRequest
- statistic::summary::asset::BalanceBasis
- system::builder::AuditMode
- system::builder::EngineFeedMode
- system::config::ExecutionConfig
Traits
- backtest::market_data::BacktestMarketData
- engine::Processor
- engine::action::cancel_orders::CancelOrders
- engine::action::close_positions::ClosePositions
- engine::action::generate_algo_orders::GenerateAlgoOrders
- engine::action::send_requests::SendRequests
- engine::audit::Auditor
- engine::clock::EngineClock
- engine::clock::TimeExchange
- engine::execution_tx::ExecutionTxMap
- engine::state::instrument::data::InstrumentDataState
- engine::state::order::in_flight_recorder::InFlightRequestRecorder
- engine::state::order::manager::OrderManager
- risk::RiskManager
- risk::check::RiskCheck
- shutdown::AsyncShutdown
- shutdown::SyncShutdown
- statistic::summary::AssetTearSheetManager
- statistic::summary::InstrumentTearSheetManager
- statistic::time::TimeInterval
- strategy::algo::AlgoStrategy
- strategy::close_positions::ClosePositionsStrategy
- strategy::on_disconnect::OnDisconnectStrategy
- strategy::on_trading_disabled::OnTradingDisabled
Functions
- backtest::backtest
- backtest::run_backtests
- engine::process_with_audit
- engine::run::async_run
- engine::run::async_run_with_audit
- engine::run::sync_run
- engine::run::sync_run_with_audit
- engine::state::asset::generate_empty_indexed_asset_states
- engine::state::connectivity::generate_empty_indexed_connectivity_states
- engine::state::instrument::generate_indexed_instrument_states
- engine::state::instrument::generate_unindexed_instrument_account_snapshot
- engine::state::position::calculate_pnl_realised
- engine::state::position::calculate_pnl_return
- engine::state::position::calculate_pnl_unrealised
- logging::init_json_logging
- logging::init_logging
- risk::check::util::calculate_abs_percent_difference
- risk::check::util::calculate_delta
- risk::check::util::calculate_quote_notional
- statistic::algorithm::welford_online::calculate_mean
- statistic::algorithm::welford_online::calculate_population_variance
- statistic::algorithm::welford_online::calculate_recurrence_relation_m
- statistic::algorithm::welford_online::calculate_sample_variance
- strategy::close_positions::build_ioc_market_order_to_close_position
- strategy::close_positions::close_open_positions_with_market_orders
- test_utils::asset_state
- test_utils::f64_is_eq
- test_utils::time_plus_days
- test_utils::time_plus_micros
- test_utils::time_plus_millis
- test_utils::time_plus_secs
- test_utils::trade