Expand description
Parallel L2 Backtesting - Multi-symbol parallel execution with rayon
Provides efficient parallel backtesting across multiple symbols using rayon’s work-stealing thread pool for optimal CPU utilization.
Structs§
- Multi
Symbol Backtest - Multi-symbol backtesting with shared state
- Parallel
Config - Configuration for parallel L2 backtesting
- Parallel
Engine - Parallel L2 backtesting engine
- Shared
State - Shared state between symbols
- Simple
Market Data Provider - Example market data provider for testing
- Symbol
Config - Symbol-specific configuration
Traits§
- Market
Data Provider - Market data provider trait
- Parallel
Strategy - Parallel strategy wrapper that clones strategies for each symbol