zsb/fidc-backtest-engine
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Add futures depth matching and mod loader

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This commit is contained in:
boris
2026-04-23 21:51:45 -07:00
parent ed8ac385e4
commit 895aee1388
7 changed files with 537 additions and 20 deletions
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6
crates/fidc-core/src/lib.rs
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@@ -22,15 +22,15 @@ pub use cost::{ChinaAShareCostModel, CostModel, TradingCost};
pub use data::{
BenchmarkSnapshot, CandidateEligibility, CorporateAction, DailyFactorSnapshot,
DailyMarketSnapshot, DailySnapshotBundle, DataSet, DataSetError, DividendRecord,
EligibleUniverseSnapshot, FactorValue, IntradayExecutionQuote, PriceBar, PriceField,
SecuritiesMarginRecord, SplitRecord, YieldCurvePoint,
EligibleUniverseSnapshot, FactorValue, IntradayExecutionQuote, IntradayOrderBookDepthLevel,
PriceBar, PriceField, SecuritiesMarginRecord, SplitRecord, YieldCurvePoint,
};
pub use engine::{
AnalyzerMonthlyReturnRow, AnalyzerPositionRow, AnalyzerReport, AnalyzerRiskSummary,
AnalyzerTradeRow, BacktestConfig, BacktestDayProgress, BacktestEngine, BacktestError,
BacktestResult, DailyEquityPoint,
};
pub use event_bus::{BacktestProcessMod, ProcessEventBus};
pub use event_bus::{BacktestProcessMod, BacktestProcessModLoader, ProcessEventBus};
pub use events::{
AccountEvent, FillEvent, OrderEvent, OrderSide, OrderStatus, PositionEvent, ProcessEvent,
ProcessEventKind,