rusty_backtest::parallel

Struct SimpleMarketDataProvider

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pub struct SimpleMarketDataProvider { /* private fields */ }
Expand description

Example market data provider for testing

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impl SimpleMarketDataProvider

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pub fn new() -> Self

Create a new SimpleMarketDataProvider

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pub fn add_data( &self, symbol: SmartString, events: SmallVec<[(u64, MarketDataEvent); 256]>, )

Add market data events for a symbol

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impl Default for SimpleMarketDataProvider

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl MarketDataProvider for SimpleMarketDataProvider

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fn get_events( &self, symbol: &str, start_ns: u64, end_ns: u64, ) -> SmallVec<[(u64, MarketDataEvent); 256]>

Get market data events for a symbol

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