rusty_backtest::engine

Struct BacktestEngine

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pub struct BacktestEngine<const DEPTH: usize = DEFAULT_MAX_BOOK_DEPTH> { /* private fields */ }
Expand description

L2 Backtesting Engine with const generic book depth

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impl<const DEPTH: usize> BacktestEngine<DEPTH>

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pub fn new(config: BacktestConfig) -> Self

Create a new L2 backtesting engine

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pub fn add_strategy(&self, strategy: Box<dyn Strategy>)

Add a strategy

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pub fn add_market_data( &self, timestamp_ns: u64, symbol: SmartString, event: MarketDataEvent, )

Add market data event

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pub fn add_timer(&self, timestamp_ns: u64, timer_id: u64)

Add timer event

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pub fn run(&self) -> BacktestStats

Run the backtest

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pub fn get_order_book(&self, symbol: &str) -> Option<Arc<OrderBook>>

Get order book for a symbol

Auto Trait Implementations§

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impl<const DEPTH: usize> Freeze for BacktestEngine<DEPTH>

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impl<const DEPTH: usize = DEFAULT_MAX_BOOK_DEPTH> !RefUnwindSafe for BacktestEngine<DEPTH>

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impl<const DEPTH: usize> Send for BacktestEngine<DEPTH>

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impl<const DEPTH: usize> Sync for BacktestEngine<DEPTH>

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impl<const DEPTH: usize> Unpin for BacktestEngine<DEPTH>

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impl<const DEPTH: usize = DEFAULT_MAX_BOOK_DEPTH> !UnwindSafe for BacktestEngine<DEPTH>

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