rusty_backtest

Function backtest

Source 
pub fn backtest(
    values: Vec<Vec<f64>>,
    holding: i32,
    default_amt: i32,
    enter_market_function: &dyn Fn(EnterMarketInfo<'_>) -> bool,
    exit_market_function: &dyn Fn(ExitMarketInfo<'_>) -> bool,
) -> BacktestResults
Examples found in repository?
examples/main.rs (lines 32-38)
24fn main() {
25    let _start = Instant::now();
26
27    let mydata = vec![
28        vec![1.0, 5.3, 0.5, 5.3, 1.0, 5.3, 1.0],
29        vec![0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0],
30    ];
31
32    let _returns = backtest(
33        mydata,
34        100,
35        5,
36        &enter_market_function,
37        &exit_market_function,
38    );
39
40    let _out = TradeInputResults { returns: _returns };
41    let duration = _start.elapsed();
42
43    println!("{:#?}", _out);
44    println!("{:#?}", duration);
45}