Crate wickra_backtest_core 

wickra-backtest-core

Streaming-native, event-driven backtest engine built on the wickra-core indicator kernels.

The engine is feed-agnostic: it consumes a stream of bars and a data-driven StrategySpec, evaluates entry/exit rules over the exact same O(1) indicator updates that power live Wickra, and produces a BacktestReport. Because the indicator math is identical to live, and the strategy is data (JSON) rather than code, a backtest and a live run over the same spec produce identical signals — across all Wickra language bindings.

This crate is the shared engine core, and wickra-backtest is the facade over it. Live execution is not a second crate: it is the same engine driven one bar at a time through StreamingBacktest instead of over a stored series, so “backtest == live” holds because there is one implementation, not because two of them agree.

Re-exports

pub use data::Candle;

pub use data::CrossSection;

pub use data::CrossSectionMember;

pub use data::DerivativesTick;

pub use data::Level;

pub use data::OrderBook;

pub use data::TradePrint;

pub use data::TradeSide;

pub use engine::run;

pub use engine::run_stream;

pub use engine::run_with_capital;

pub use engine::run_with_cross_section;

pub use engine::run_with_deriv;

pub use engine::run_with_orderbook;

pub use engine::run_with_ref;

pub use engine::run_with_trades;

pub use engine::Feeds;

pub use engine::StreamingBacktest;

pub use engine::DEFAULT_CAPITAL;

pub use error::BacktestError;

pub use error::Result;

pub use metrics::Metrics;

pub use portfolio::Trade;

pub use registry::EvalIndicator;

pub use report::BacktestReport;

pub use report::EquityPoint;

pub use report::REPORT_SCHEMA_VERSION;

pub use request::run_json;

pub use request::RunRequest;

pub use request::StepFeeds;

pub use request::StepRequest;

pub use spec::Condition;

pub use spec::Costs;

pub use spec::Execution;

pub use spec::Feed;

pub use spec::FillTiming;

pub use spec::IndicatorSpec;

pub use spec::IntPredicate;

pub use spec::Operand;

pub use spec::OperandExpr;

pub use spec::OrderType;

pub use spec::PriceField;

pub use spec::Risk;

pub use spec::Sizing;

pub use spec::Slippage;

pub use spec::StrategySpec;

pub use spec::SPEC_VERSION;

Modules

data

Market-data input types fed to the engine.

engine

The event-driven backtest loop.

error

Error types for the backtest engine.

metrics

Performance metrics computed from the equity curve and the trade log.

portfolio

Cash/position accounting for one signed position (long qty > 0 or short qty < 0).

registry

Indicator registry: constructs wickra-core indicators by name and wraps them behind a uniform, object-safe EvalIndicator the engine can drive from a Candle.

report

The backtest result: metrics, the trade log and the equity curve.

request

A single JSON request bundling candles, the strategy spec and optional feeds — the uniform entry point the language bindings call, so every binding can run any feed combination by passing one JSON document.

rules

Evaluation of the strategy DSL (Operand / Condition) against the per-bar history. Operands resolve to a number (or None when an indicator is still warming up); conditions resolve to a boolean (false when any operand is missing). Cross conditions compare the current bar with the previous one.

spec

The data-driven strategy specification (StrategySpec).

Functions

strategy_spec_schema

The JSON Schema for StrategySpec, pretty-printed. Editors and tooling can validate strategy specs against it; the committed schema/strategy_spec.schema.json is generated from this.

version

The crate version, surfaced for diagnostics and binding parity checks.