Improve jq microcap execution semantics

crates/fidc-core/src/lib.rs

@@ -5,6 +5,7 @@ pub mod data;
 pub mod engine;
 pub mod events;
 pub mod instrument;
+pub mod metrics;
 pub mod portfolio;
 pub mod rules;
 pub mod strategy;
@@ -14,39 +15,24 @@ pub use broker::{BrokerExecutionReport, BrokerSimulator};
 pub use calendar::TradingCalendar;
 pub use cost::{ChinaAShareCostModel, CostModel, TradingCost};
 pub use data::{
-    BenchmarkSnapshot,
-    CandidateEligibility,
-    DailyFactorSnapshot,
-    DailyMarketSnapshot,
-    DailySnapshotBundle,
-    DataSet,
-    DataSetError,
-    PriceField,
+    BenchmarkSnapshot, CandidateEligibility, CorporateAction, DailyFactorSnapshot,
+    DailyMarketSnapshot, DailySnapshotBundle, DataSet, DataSetError, EligibleUniverseSnapshot,
+    IntradayExecutionQuote, PriceField,
 };
-pub use engine::{BacktestConfig, BacktestEngine, BacktestError, BacktestResult, DailyEquityPoint};
-pub use events::{
-    AccountEvent,
-    FillEvent,
-    OrderEvent,
-    OrderSide,
-    OrderStatus,
-    PositionEvent,
+pub use engine::{
+    BacktestConfig, BacktestDayProgress, BacktestEngine, BacktestError, BacktestResult,
+    DailyEquityPoint,
 };
+pub use events::{AccountEvent, FillEvent, OrderEvent, OrderSide, OrderStatus, PositionEvent};
 pub use instrument::Instrument;
-pub use portfolio::{HoldingSummary, PortfolioState, Position};
+pub use metrics::{BacktestMetrics, compute_backtest_metrics};
+pub use portfolio::{CashReceivable, HoldingSummary, PortfolioState, Position};
 pub use rules::{ChinaEquityRuleHooks, EquityRuleHooks, RuleCheck};
 pub use strategy::{
-    CnSmallCapRotationConfig,
-    CnSmallCapRotationStrategy,
-    Strategy,
-    StrategyContext,
-    StrategyDecision,
+    CnSmallCapRotationConfig, CnSmallCapRotationStrategy, JqMicroCapConfig, JqMicroCapStrategy,
+    OrderIntent, Strategy, StrategyContext, StrategyDecision,
 };
 pub use universe::{
-    BandRegime,
-    DynamicMarketCapBandSelector,
-    SelectionContext,
-    SelectionDiagnostics,
-    UniverseCandidate,
-    UniverseSelector,
+    BandRegime, DynamicMarketCapBandSelector, SelectionContext, SelectionDiagnostics,
+    UniverseCandidate, UniverseSelector,
 };