Add process event stream for backtests

This commit is contained in:
boris
2026-04-23 01:58:40 -07:00
parent e5fe1f0432
commit 23ba74909d
6 changed files with 384 additions and 11 deletions

View File

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