59 lines
2.2 KiB
Rust
59 lines
2.2 KiB
Rust
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 event_bus;
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pub mod events;
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pub mod instrument;
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pub mod metrics;
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pub mod platform_expr_strategy;
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pub mod portfolio;
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pub mod rules;
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pub mod scheduler;
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pub mod strategy;
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pub mod strategy_ai;
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pub mod universe;
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pub use broker::{BrokerExecutionReport, BrokerSimulator, MatchingType, SlippageModel};
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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, CandidateEligibility, CorporateAction, DailyFactorSnapshot,
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DailyMarketSnapshot, DailySnapshotBundle, DataSet, DataSetError, EligibleUniverseSnapshot,
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IntradayExecutionQuote, PriceField,
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};
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pub use engine::{
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BacktestConfig, BacktestDayProgress, BacktestEngine, BacktestError, BacktestResult,
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DailyEquityPoint,
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};
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pub use event_bus::ProcessEventBus;
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pub use events::{
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AccountEvent, FillEvent, OrderEvent, OrderSide, OrderStatus, PositionEvent, ProcessEvent,
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ProcessEventKind,
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};
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pub use instrument::Instrument;
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pub use metrics::{BacktestMetrics, compute_backtest_metrics};
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pub use platform_expr_strategy::{
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PlatformExplicitCancelKind, PlatformExplicitOrderKind, PlatformExprStrategy,
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PlatformExprStrategyConfig, PlatformRebalanceSchedule, PlatformScheduleFrequency,
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PlatformTradeAction,
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};
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pub use portfolio::{CashReceivable, HoldingSummary, PortfolioState, Position};
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pub use rules::{ChinaEquityRuleHooks, EquityRuleHooks, RuleCheck};
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pub use scheduler::{ScheduleFrequency, ScheduleRule, ScheduleStage, Scheduler};
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pub use strategy::{
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CnSmallCapRotationConfig, CnSmallCapRotationStrategy, JqMicroCapConfig, JqMicroCapStrategy,
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OrderIntent, Strategy, StrategyContext, StrategyDecision,
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};
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pub use strategy_ai::{
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ManualExample, ManualFactorSource, ManualField, ManualFieldGroup, ManualFunction,
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ManualSection, StrategyAiCatalog, StrategyAiGenerateRequest, StrategyAiManual,
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StrategyAiOptimizeRequest, build_generation_prompt, build_optimization_prompt,
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built_in_strategy_manual, merge_catalog_into_manual, render_manual_markdown,
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};
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pub use universe::{
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BandRegime, DynamicMarketCapBandSelector, SelectionContext, SelectionDiagnostics,
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UniverseCandidate, UniverseSelector,
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};
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