zsb/fidc-backtest-engine
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Add matching and slippage execution options

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This commit is contained in:
boris
2026-04-22 21:39:26 -07:00
parent 8db0f37cae
commit 081686185a
4 changed files with 342 additions and 20 deletions
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6
crates/fidc-core/src/lib.rs
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@@ -6,14 +6,14 @@ pub mod engine;
pub mod events;
pub mod instrument;
pub mod metrics;
pub mod portfolio;
pub mod platform_expr_strategy;
pub mod portfolio;
pub mod rules;
pub mod strategy;
pub mod strategy_ai;
pub mod universe;
pub use broker::{BrokerExecutionReport, BrokerSimulator};
pub use broker::{BrokerExecutionReport, BrokerSimulator, MatchingType, SlippageModel};
pub use calendar::TradingCalendar;
pub use cost::{ChinaAShareCostModel, CostModel, TradingCost};
pub use data::{
@@ -28,8 +28,8 @@ pub use engine::{
pub use events::{AccountEvent, FillEvent, OrderEvent, OrderSide, OrderStatus, PositionEvent};
pub use instrument::Instrument;
pub use metrics::{BacktestMetrics, compute_backtest_metrics};
pub use portfolio::{CashReceivable, HoldingSummary, PortfolioState, Position};
pub use platform_expr_strategy::{PlatformExprStrategy, PlatformExprStrategyConfig};
pub use portfolio::{CashReceivable, HoldingSummary, PortfolioState, Position};
pub use rules::{ChinaEquityRuleHooks, EquityRuleHooks, RuleCheck};
pub use strategy::{
CnSmallCapRotationConfig, CnSmallCapRotationStrategy, JqMicroCapConfig, JqMicroCapStrategy,