Skip to main content

RunRequest

wickra_backtest_core::request

Struct RunRequest 

Source 
pub struct RunRequest {
    pub spec: StrategySpec,
    pub candles: Vec<Candle>,
    pub capital: f64,
    pub reference: Option<Vec<Candle>>,
    pub derivs: Option<Vec<DerivativesTick>>,
    pub books: Option<Vec<OrderBook>>,
    pub trades: Option<Vec<Vec<TradePrint>>>,
    pub sections: Option<Vec<CrossSection>>,
}
Expand description

A complete backtest request: the strategy, the candle stream, the starting capital and any optional per-bar feeds. Each present feed must be the same length as candles.

Fields§

§spec: StrategySpec

The strategy spec.

§candles: Vec<Candle>

The OHLCV candle stream.

§capital: f64

Starting capital (defaults to DEFAULT_CAPITAL).

§reference: Option<Vec<Candle>>

Reference candle series for pairwise indicators (its per-bar close).

§derivs: Option<Vec<DerivativesTick>>

Per-bar derivatives ticks for derivatives indicators / funding.

§books: Option<Vec<OrderBook>>

Per-bar order-book snapshots for order-book / spread indicators.

§trades: Option<Vec<Vec<TradePrint>>>

Per-bar trade lists for trade-flow / trade-quote indicators.

§sections: Option<Vec<CrossSection>>

Per-bar market cross-sections for breadth indicators.

Implementations§

Source§

impl RunRequest

Source

pub fn run(&self) -> Result<BacktestReport>

Run the backtest, threading any present feeds bar by bar.

Trait Implementations§

Source§

impl Clone for RunRequest

Source§

fn clone(&self) -> RunRequest

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
Source§

impl Debug for RunRequest

Source§

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

Formats the value using the given formatter. Read more
Source§

impl<'de> Deserialize<'de> for RunRequest

Source§

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

Auto Trait Implementations§

Blanket Implementations§

Source§

impl<T> Any for T
where T: 'static + ?Sized,

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

impl<T> Borrow<T> for T
where T: ?Sized,

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
Source§

impl<T> CloneToUninit for T
where T: Clone,

Source§

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

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
Source§

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

Source§

impl<T> DynClone for T
where T: Clone,

Source§

fn __clone_box(&self, _: Private) -> *mut ()

Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<T, U> Into<U> for T
where U: From<T>,

Source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source§

impl<T> IntoEither for T

Source§

fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

impl<T> Pointable for T

Source§

const ALIGN: usize

The alignment of pointer.
Source§

type Init = T

The type for initializers.
Source§

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
Source§

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
Source§

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
Source§

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
Source§

impl<T> ToOwned for T
where T: Clone,

Source§

type Owned = T

The resulting type after obtaining ownership.
Source§

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
Source§

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
Source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

Source§

type Error = !

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, !>

Performs the conversion.
Source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

Source§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
Source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.