boris
111 lines
5.0 KiB
Rust
111 lines
5.0 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 fixed_point;
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pub mod futures;
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pub mod instrument;
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pub mod metrics;
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mod numeric_expr_vm;
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pub mod platform_expr_strategy;
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pub mod platform_runtime_schema;
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pub mod platform_strategy_spec;
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pub mod portfolio;
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pub mod portfolio_loss;
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pub mod risk_control;
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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::{
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BrokerExecutionReport, BrokerSimulator, DynamicSlippageConfig, MatchingType, RebalanceCashMode,
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SlippageModel,
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};
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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, DividendRecord,
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EligibleUniverseSnapshot, FactorTextValue, FactorValue, IntradayExecutionQuote,
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IntradayMarketSnapshotOverlay, IntradayOrderBookDepthLevel, NumericFactorMap, PriceBar,
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PriceField, SecuritiesMarginRecord, SplitRecord, YieldCurvePoint,
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};
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pub use engine::{
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AnalyzerMonthlyReturnRow, AnalyzerPositionRow, AnalyzerReport, AnalyzerRiskSummary,
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AnalyzerTradeRow, BacktestConfig, BacktestDayProgress, BacktestEngine, BacktestError,
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BacktestResult, BacktestTerminalAssetClass, BacktestTerminalAudit, BacktestTerminalOpenOrder,
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BacktestTerminalStatus, DailyEquityPoint, ExecutionQuoteRequest, FuturesValidationConfig,
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ProcessEventRetention, backtest_execution_dates,
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};
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pub use event_bus::{BacktestProcessMod, BacktestProcessModLoader, 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 fixed_point::{
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FixedAccount, FixedChinaAShareCostModel, FixedLotBook, FixedMoney, FixedTradingCost,
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MONEY_SCALE,
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};
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pub use futures::{
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FuturesAccountState, FuturesCommissionType, FuturesContractSpec, FuturesDirection,
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FuturesExecutionReport, FuturesOrderIntent, FuturesPosition, FuturesPositionEffect,
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FuturesTradingParameter, FuturesTransactionCostModel,
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};
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pub use instrument::Instrument;
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pub use metrics::{
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BacktestMetrics, RiskFreeRateContract, RiskFreeRateObservation, compute_backtest_metrics,
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};
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pub use platform_expr_strategy::{
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PlatformAccountActionKind, PlatformExplicitActionStage, PlatformExplicitCancelKind,
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PlatformExplicitOrderKind, PlatformExprStrategy, PlatformExprStrategyConfig,
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PlatformPortfolioDrawdownControlConfig, PlatformPositionTargetRule, PlatformRebalanceSchedule,
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PlatformScheduleFrequency, PlatformSelectionQuotePlan, PlatformStopTakeReferencePriceMode,
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PlatformTradeAction, PlatformUniverseActionKind,
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};
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pub use platform_runtime_schema::{
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PLATFORM_RUNTIME_SCHEMA_VERSION, PlatformRuntimeSchema, reserved_scope_names,
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rhai_builtin_functions, rhai_keywords, runtime_helper_functions, runtime_schema,
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runtime_schema_json,
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};
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pub use platform_strategy_spec::{
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DynamicRangeConfig, IndexThrottleConfig, MovingAverageFilterConfig, SkipWindowConfig,
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StrategyBenchmarkSpec, StrategyEngineConfig, StrategyExecutionSpec,
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StrategyExpressionActionConfig, StrategyExpressionAllocationConfig,
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StrategyExpressionOrderingConfig, StrategyExpressionRiskConfig,
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StrategyExpressionScheduleConfig, StrategyExpressionSelectionConfig,
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StrategyExpressionTradingConfig, StrategyPortfolioDrawdownControlConfig, StrategyRebalanceSpec,
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StrategyRiskPolicySpec, StrategyRuntimeEnvironment, StrategyRuntimeExpressions,
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StrategyRuntimeSpec, StrategyUniverseSpec, platform_expr_config_from_spec,
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platform_expr_config_from_value, validate_strategy_risk_policy_fields,
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};
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pub use portfolio::{CashReceivable, HoldingSummary, PendingCashFlow, PortfolioState, Position};
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pub use risk_control::{
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ChinaAShareRiskControl, FidcRiskControlConfig, FidcRiskDecisionAudit, RiskCheckScope,
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StaticRiskRuleConfig, TradingConstraintConfig,
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};
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pub use rules::{ChinaEquityRuleHooks, EquityRuleHooks, RuleCheck};
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pub use scheduler::{
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ScheduleFrequency, ScheduleRule, ScheduleStage, ScheduleTimeRule, Scheduler, default_stage_time,
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};
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pub use strategy::{
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AlgoOrderStyle, CnSmallCapRotationConfig, CnSmallCapRotationStrategy, OmniMicroCapConfig,
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OmniMicroCapStrategy, OpenOrderView, OrderIntent, OrderRuntimeView, OrderTimeInForce,
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PortfolioRuntimeView, Strategy, StrategyContext, StrategyDecision, TargetPortfolioOrderPricing,
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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, StrategyAiHoldingCountContract,
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StrategyAiManual, StrategyAiOptimizeRequest, build_generation_prompt,
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build_optimization_prompt, built_in_strategy_manual, merge_catalog_into_manual,
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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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