初始化回测核心引擎骨架

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zsb
2026-04-06 23:56:37 -07:00
commit 334864cbc5
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pub mod broker;
pub mod calendar;
pub mod cost;
pub mod data;
pub mod engine;
pub mod events;
pub mod instrument;
pub mod portfolio;
pub mod rules;
pub mod strategy;
pub mod universe;
pub use broker::{BrokerExecutionReport, BrokerSimulator};
pub use calendar::TradingCalendar;
pub use cost::{ChinaAShareCostModel, CostModel, TradingCost};
pub use data::{
BenchmarkSnapshot,
CandidateEligibility,
DailyFactorSnapshot,
DailyMarketSnapshot,
DataSet,
DataSetError,
PriceField,
};
pub use engine::{BacktestConfig, 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 rules::{ChinaEquityRuleHooks, EquityRuleHooks, RuleCheck};
pub use strategy::{
CnSmallCapRotationConfig,
CnSmallCapRotationStrategy,
Strategy,
StrategyContext,
StrategyDecision,
};
pub use universe::{
BandRegime,
DynamicMarketCapBandSelector,
SelectionContext,
UniverseCandidate,
UniverseSelector,
};