Add process event stream for backtests
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@@ -89,3 +89,40 @@ pub struct AccountEvent {
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pub total_equity: f64,
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pub note: String,
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}
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#[derive(Debug, Clone, Serialize, Deserialize, PartialEq, Eq)]
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pub enum ProcessEventKind {
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PreBeforeTrading,
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BeforeTrading,
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PostBeforeTrading,
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PreOpenAuction,
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OpenAuction,
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PostOpenAuction,
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PreOnDay,
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OnDay,
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PostOnDay,
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PreAfterTrading,
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AfterTrading,
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PostAfterTrading,
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PreSettlement,
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Settlement,
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PostSettlement,
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OrderPendingNew,
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OrderCreationPass,
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OrderUnsolicitedUpdate,
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Trade,
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}
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct ProcessEvent {
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#[serde(with = "date_format")]
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pub date: NaiveDate,
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pub kind: ProcessEventKind,
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#[serde(default)]
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pub order_id: Option<u64>,
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#[serde(default)]
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pub symbol: Option<String>,
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#[serde(default)]
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pub side: Option<OrderSide>,
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pub detail: String,
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}
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