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fixed up rust system

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This commit is contained in:
Boki 2025-07-03 21:45:08 -04:00
parent 063f4c8e27
commit a58072cf93
7 changed files with 255 additions and 44 deletions
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25
apps/stock/core/src/backtest/mod.rs
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@ -1,4 +1,4 @@
use crate::{MarketUpdate, Order, Fill, TradingMode, MarketDataSource, ExecutionHandler, TimeProvider};
use crate::{MarketUpdate, Order, Fill, TradingMode, MarketDataSource, ExecutionHandler, TimeProvider, Side};
use crate::positions::PositionTracker;
use crate::risk::RiskEngine;
use crate::orderbook::OrderBookManager;
@ -18,6 +18,16 @@ pub use event::{BacktestEvent, EventType};
pub use strategy::{Strategy, Signal, SignalType};
pub use results::{BacktestResult, BacktestMetrics};
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct CompletedTrade {
pub symbol: String,
pub side: Side,
pub timestamp: DateTime<Utc>,
pub price: f64,
pub quantity: f64,
pub commission: f64,
}
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct BacktestConfig {
pub name: String,
@ -37,7 +47,7 @@ pub struct BacktestState {
pub cash: f64,
pub equity_curve: Vec<(DateTime<Utc>, f64)>,
pub pending_orders: BTreeMap<String, Order>,
pub completed_trades: Vec<Fill>,
pub completed_trades: Vec<CompletedTrade>,
}
impl BacktestState {
@ -65,8 +75,15 @@ impl BacktestState {
self.pending_orders.remove(order_id)
}
pub fn record_fill(&mut self, fill: Fill) {
self.completed_trades.push(fill);
pub fn record_fill(&mut self, symbol: String, side: Side, fill: Fill) {
self.completed_trades.push(CompletedTrade {
symbol,
side,
timestamp: fill.timestamp,
price: fill.price,
quantity: fill.quantity,
commission: fill.commission,
});
}
}