Struct BacktestSettings 

#[non_exhaustive]
pub struct BacktestSettings {
    pub initial_capital: f64,
    pub currency: Option<String>,
    pub risk_free_rate: f64,
    pub order_size: OrderSize,
    pub pyramiding: usize,
    pub commission: Commission,
    pub slippage: Slippage,
    pub leverage: f64,
    pub fill_on_close: bool,
    pub recalculate_after_fills: bool,
    pub recalculate_on_every_update: bool,
    pub start_time: Option<DateTime<Utc>>,
}

Account and execution assumptions of a Backtest.

Leverage below one or non-finite counts as one. Negative or non-finite commission amounts count as zero, as in the paper account; slippage amounts follow the same rule. Invalid entry sizes are rejected.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

initial_capital: f64

Starting account value in currency. Must be finite.

currency: Option<String>

Currency of capital, equity and fees. Display only; no conversion is performed.

risk_free_rate: f64

Annual risk-free fraction passed to the report’s performance metrics.

order_size: OrderSize

Size used by entries that do not supply their own quantity.

pyramiding: usize

Maximum simultaneously open entries in one direction. Zero disables entries.

commission: Commission

Fee paid on each fill and allocated to trades by quantity.

slippage: Slippage

Adverse market and stop execution adjustment.

leverage: f64

Margin is absolute position market value divided by this value.

fill_on_close: bool

Fill market orders at the close of the bar they are placed on.

recalculate_after_fills: bool

Decide again after every fill, at its execution price, without exposing future bars.

recalculate_on_every_update: bool

Decide on changes of the forming bar in Backtest::update, retaining intrabar fills. Historical Backtest::run still decides only on closed bars.

start_time: Option<DateTime<Utc>>

First eligible chart-bar open. Earlier bars warm studies and strategy state without trading.

Trait Implementations

impl Clone for BacktestSettings

fn clone(&self) -> BacktestSettings

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BacktestSettings

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

Formats the value using the given formatter.

impl Default for BacktestSettings

fn default() -> Self

Returns the “default value” for a type.

impl PartialEq for BacktestSettings

fn eq(&self, other: &BacktestSettings) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for BacktestSettings