Struct Scenario 

pub struct Scenario {
    pub name: String,
    pub initial_cash: Decimal,
    pub initial_positions: Vec<(String, Decimal, Decimal)>,
    pub instruments: Vec<(String, String, Decimal, u32)>,
    pub target_allocation: DesiredAllocation,
    pub balancer_config: BalancerConfig,
    pub price_models: Vec<(String, PriceModel)>,
    pub ticks: usize,
    pub rebalance_interval: usize,
    pub assertions: Vec<ScenarioAssertion>,
}

A test scenario definition.

Fields

name: String

Scenario name.

initial_cash: Decimal

Initial cash balance.

initial_positions: Vec<(String, Decimal, Decimal)>

Initial positions.

instruments: Vec<(String, String, Decimal, u32)>

Instruments to add.

target_allocation: DesiredAllocation

Target allocation.

balancer_config: BalancerConfig

Balancer configuration.

price_models: Vec<(String, PriceModel)>

Price models for instruments.

ticks: usize

Number of ticks to simulate.

rebalance_interval: usize

Rebalance every N ticks.

assertions: Vec<ScenarioAssertion>

Expected conditions to verify.

Implementations

impl Scenario

pub async fn run(&self) -> ScenarioResult

Runs the scenario and returns the result.

Trait Implementations

impl Debug for Scenario

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

Formats the value using the given formatter.