Module modules 

Simulation module trait for extending backtesting with custom venue behaviors.

Re-exports

pub use cfd_swap::CfdSwapModule;

pub use cfd_swap::CfdSwapRate;

pub use fx_rollover::FXRolloverInterestModule;

Modules

cfd_swap

CFD overnight swap simulation module.

fx_rollover

FX rollover interest simulation module.

Structs

ExchangeContext

Read-only view of exchange state passed to simulation modules during processing.

SimulationModuleHandle

Shared runtime handle for a simulation module.

Enums

AccountAdjustmentError

Failure applying an account adjustment produced by a simulation module.

AccountAdjustmentOutcome

Outcome of applying an account adjustment produced by a simulation module.

SimulationModuleAny

SimulationModuleResult

Result of processing a simulation module.

Traits

SimulationModule

Trait for custom simulation modules that extend backtesting functionality.