Module simulation 

Generic Simulation Engine

This module provides a domain-agnostic simulation engine that can be used for any kind of event-driven processing over time series data.

The engine is designed to be:

• Domain-agnostic: No knowledge of finance, IoT, or any specific domain
• Composable: Can be wrapped by domain-specific engines
• Efficient: Supports batch and streaming modes

Finance-specific features like position tracking, fill simulation, and P&L calculation should be implemented in Shape stdlib, not here.

High-Performance Mode (TypedObject)

For maximum performance (>10M ticks/sec), simulation state should be a TypedObject - a fixed-layout object created from a type declaration. Use require_typed_state() to enforce this at runtime.

type BacktestState {
    cash: f64,
    position: f64,
    entry_price: f64
}

let state = BacktestState { cash: 100000.0, position: 0.0, entry_price: 0.0 }
simulate(data, state, strategy)  // state will use TypedObject optimization

Re-exports

pub use validation::require_typed_state_with_schema;

pub use validation::validate_typed_state;

pub use engine::SimulationEngine;

pub use engine::SimulationEngineConfig;

pub use engine::SimulationEngineResult;

pub use engine::SimulationEvent;

pub use engine::SimulationMode;

pub use engine::StepHandler;

pub use engine::StepResult;

pub use dense_kernel::DenseKernel;

pub use dense_kernel::DenseKernelConfig;

pub use dense_kernel::DenseKernelResult;

pub use dense_kernel::KernelCompileConfig;

pub use dense_kernel::KernelCompiler;

pub use dense_kernel::SimulationKernelFn;

pub use dense_kernel::simulate;

pub use correlated_kernel::CorrelatedKernel;

pub use correlated_kernel::CorrelatedKernelConfig;

pub use correlated_kernel::CorrelatedKernelFn;

pub use correlated_kernel::CorrelatedKernelResult;

pub use correlated_kernel::TableSchema;

pub use correlated_kernel::simulate_correlated;

pub use event_scheduler::EventQueue;

pub use event_scheduler::ScheduledEvent;

pub use hybrid_kernel::EventHandlerFn;

pub use hybrid_kernel::HybridKernel;

pub use hybrid_kernel::HybridKernelConfig;

pub use hybrid_kernel::HybridKernelResult;

pub use hybrid_kernel::simulate_hybrid;

pub use parallel::ParallelSweepResult;

pub use parallel::par_run;

pub use parallel::par_run_with_config;

pub use parallel::param_grid;

pub use parallel::param_grid3;

Modules

correlated_kernel

CorrelatedKernel - Multi-Table Simulation

dense_kernel

DenseKernel - High-Performance Simulation Hot Loop

engine

Generic Simulation Engine

event_scheduler

EventQueue - Discrete Event Scheduling

hybrid_kernel

HybridKernel - Event-Driven Simulation

parallel

Parallel Parameter Sweeps

validation

TypedObject Validation for High-Performance Simulation