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BacktestConfig

sandbox_quant::backtest_app::runner

Struct BacktestConfig 

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pub struct BacktestConfig {
Show 14 fields
    pub starting_equity: f64,
    pub risk_pct: f64,
    pub win_rate_assumption: f64,
    pub r_multiple: f64,
    pub max_entry_slippage_pct: f64,
    pub stop_distance_pct: f64,
    pub min_cluster_notional: f64,
    pub cluster_lookback_secs: i64,
    pub failed_hold_timeout_secs: i64,
    pub breakdown_confirm_bps: f64,
    pub cooldown_secs: i64,
    pub taker_fee_rate: f64,
    pub stop_slippage_pct: f64,
    pub tp_slippage_pct: f64,

}

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§starting_equity: f64§risk_pct: f64§win_rate_assumption: f64§r_multiple: f64§max_entry_slippage_pct: f64§stop_distance_pct: f64§min_cluster_notional: f64§cluster_lookback_secs: i64§failed_hold_timeout_secs: i64§breakdown_confirm_bps: f64§cooldown_secs: i64§taker_fee_rate: f64§stop_slippage_pct: f64§tp_slippage_pct: f64

Trait Implementations§

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impl Clone for BacktestConfig

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fn clone(&self) -> BacktestConfig

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for BacktestConfig

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

Formats the value using the given formatter. Read more
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impl Default for BacktestConfig

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl PartialEq for BacktestConfig

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

Tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

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

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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