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Module engine

Module engine 

Source
Expand description

The point-in-time backtest engine.

Structs§

Window
A simulation window over the dataset’s date axis: steps [start, end).

Functions§

run_backtest
Run a single backtest of agent over window with seeded execution noise, returning an sharpebench_core::Run (per-period returns + decision trace). The closed-loop driver: it owns the decide → step loop, calling the same [step_once] body the open-loop crate::env::TradingEnv uses.