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SimulationModule

nautilus_backtest::modules

Trait SimulationModule 

Source 
pub trait SimulationModule {
    // Required methods
    fn pre_process(&self, data: &Data) -> Result<()>;
    fn process(
        &self,
        ts_now: UnixNanos,
        ctx: &ExchangeContext<'_>,
    ) -> Result<SimulationModuleResult>;
    fn acknowledge(&self, outcomes: &[AccountAdjustmentOutcome]) -> Result<()>;
    fn log_diagnostics(&self) -> Result<()>;
    fn reset(&self) -> Result<()>;
}
Expand description

Trait for custom simulation modules that extend backtesting functionality.

Implementations can add specialized behavior such as rollover interest, market makers, price impact models, or other venue-specific simulation logic that runs alongside the core backtesting engine.

Modules use interior mutability (Cell/RefCell) for state since they are stored inside SimulatedExchange and invoked through shared references.

Required Methods§

Source

fn pre_process(&self, data: &Data) -> Result<()>

Pre-processes market data before matching engine processing.

§Errors

Returns an error if the module cannot accept the data.

Source

fn process( &self, ts_now: UnixNanos, ctx: &ExchangeContext<'_>, ) -> Result<SimulationModuleResult>

Processes simulation logic at the given timestamp.

Returns a complete batch of account balance adjustments, or indicates that the module is not ready.

§Errors

Returns an error if the module cannot process the exchange state.

Source

fn acknowledge(&self, outcomes: &[AccountAdjustmentOutcome]) -> Result<()>

Acknowledges the ordered application outcomes for a completed batch.

This is called exactly once for every SimulationModuleResult::Completed, including an empty batch.

§Errors

Returns an error if the outcomes do not match the pending completed batch or the module cannot record them. The exchange treats an acknowledgement failure as terminal until reset because account adjustments may already have been applied.

Source

fn log_diagnostics(&self) -> Result<()>

Logs diagnostic information about the module’s state.

§Errors

Returns an error if the module cannot produce its diagnostics.

Source

fn reset(&self) -> Result<()>

Resets the module to its initial state.

§Errors

Returns an error if the module cannot reset its state.

Dyn Compatibility§

This trait is dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors§