初始化回测核心引擎骨架

crates/fidc-core/src/events.rs

@@ -0,0 +1,86 @@
+use chrono::NaiveDate;
+use serde::{Deserialize, Serialize};
+
+mod date_format {
+    use chrono::NaiveDate;
+    use serde::{self, Deserialize, Deserializer, Serializer};
+
+    const FORMAT: &str = "%Y-%m-%d";
+
+    pub fn serialize<S>(date: &NaiveDate, serializer: S) -> Result<S::Ok, S::Error>
+    where
+        S: Serializer,
+    {
+        serializer.serialize_str(&date.format(FORMAT).to_string())
+    }
+
+    pub fn deserialize<'de, D>(deserializer: D) -> Result<NaiveDate, D::Error>
+    where
+        D: Deserializer<'de>,
+    {
+        let text = String::deserialize(deserializer)?;
+        NaiveDate::parse_from_str(&text, FORMAT).map_err(serde::de::Error::custom)
+    }
+}
+
+#[derive(Debug, Clone, Copy, Serialize, Deserialize, PartialEq, Eq)]
+pub enum OrderSide {
+    Buy,
+    Sell,
+}
+
+#[derive(Debug, Clone, Copy, Serialize, Deserialize, PartialEq, Eq)]
+pub enum OrderStatus {
+    Filled,
+    PartiallyFilled,
+    Rejected,
+}
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct OrderEvent {
+    #[serde(with = "date_format")]
+    pub date: NaiveDate,
+    pub symbol: String,
+    pub side: OrderSide,
+    pub requested_quantity: u32,
+    pub filled_quantity: u32,
+    pub status: OrderStatus,
+    pub reason: String,
+}
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct FillEvent {
+    #[serde(with = "date_format")]
+    pub date: NaiveDate,
+    pub symbol: String,
+    pub side: OrderSide,
+    pub quantity: u32,
+    pub price: f64,
+    pub gross_amount: f64,
+    pub commission: f64,
+    pub stamp_tax: f64,
+    pub net_cash_flow: f64,
+    pub reason: String,
+}
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct PositionEvent {
+    #[serde(with = "date_format")]
+    pub date: NaiveDate,
+    pub symbol: String,
+    pub delta_quantity: i32,
+    pub quantity_after: u32,
+    pub average_cost: f64,
+    pub realized_pnl_delta: f64,
+    pub reason: String,
+}
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct AccountEvent {
+    #[serde(with = "date_format")]
+    pub date: NaiveDate,
+    pub cash_before: f64,
+    pub cash_after: f64,
+    pub total_equity: f64,
+    pub note: String,
+}