初始化回测核心引擎骨架
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50
crates/fidc-core/src/lib.rs
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50
crates/fidc-core/src/lib.rs
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pub mod broker;
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pub mod calendar;
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pub mod cost;
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pub mod data;
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pub mod engine;
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pub mod events;
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pub mod instrument;
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pub mod portfolio;
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pub mod rules;
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pub mod strategy;
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pub mod universe;
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pub use broker::{BrokerExecutionReport, BrokerSimulator};
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pub use calendar::TradingCalendar;
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pub use cost::{ChinaAShareCostModel, CostModel, TradingCost};
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pub use data::{
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BenchmarkSnapshot,
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CandidateEligibility,
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DailyFactorSnapshot,
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DailyMarketSnapshot,
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DataSet,
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DataSetError,
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PriceField,
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};
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pub use engine::{BacktestConfig, BacktestEngine, BacktestError, BacktestResult, DailyEquityPoint};
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pub use events::{
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AccountEvent,
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FillEvent,
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OrderEvent,
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OrderSide,
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OrderStatus,
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PositionEvent,
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};
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pub use instrument::Instrument;
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pub use portfolio::{HoldingSummary, PortfolioState, Position};
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pub use rules::{ChinaEquityRuleHooks, EquityRuleHooks, RuleCheck};
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pub use strategy::{
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CnSmallCapRotationConfig,
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CnSmallCapRotationStrategy,
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Strategy,
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StrategyContext,
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StrategyDecision,
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};
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pub use universe::{
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BandRegime,
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DynamicMarketCapBandSelector,
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SelectionContext,
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UniverseCandidate,
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UniverseSelector,
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};
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