List of all items

Structs

• backtest::BacktestResult
• backtest::BacktestSummary
• data_source::historical::ParquetDataSource
• data_source::simulated::SimulatedDataSource
• engine::AgentHandle
• engine::Engine
• exchange::Exchange
• matcher::simple::SimpleMatcher
• matcher::stochastic::StochasticMatcher
• observation::ObservationFilter
• portfolio::Portfolio
• strategies::NoOpStrategy
• strategies::avellaneda_stoikov::AvellanedaStoikovParameters
• strategies::avellaneda_stoikov::AvellanedaStoikovStrategy
• strategies::avellaneda_stoikov_bilateral_hawkes::AvellanedaStoikovBilateralHawkesParameters
• strategies::avellaneda_stoikov_bilateral_hawkes::AvellanedaStoikovBilateralHawkesStrategy
• strategies::avellaneda_stoikov_bilateral_hawkes_order_flow_imbalance::AvellanedaStoikovBilateralHawkesOrderFlowImbalanceParameters
• strategies::avellaneda_stoikov_bilateral_hawkes_order_flow_imbalance::AvellanedaStoikovBilateralHawkesOrderFlowImbalanceStrategy
• strategies::avellaneda_stoikov_exact::AvellanedaStoikovExactParameters
• strategies::avellaneda_stoikov_exact::AvellanedaStoikovExactStrategy
• strategies::avellaneda_stoikov_hawkes::AvellanedaStoikovHawkesParameters
• strategies::avellaneda_stoikov_hawkes::AvellanedaStoikovHawkesStrategy
• strategies::avellaneda_stoikov_heston::AvellanedaStoikovHestonParameters
• strategies::avellaneda_stoikov_heston::AvellanedaStoikovHestonStrategy
• strategies::constant_symmetric::ConstantSymmetricStrategy
• strategies::external::ExternalStrategy
• strategies::kelly::KellyParameters
• strategies::kelly::KellyStrategy
• strategies::kelly_rigorous::KellyRigorousParameters
• strategies::kelly_rigorous::KellyRigorousStrategy
• strategies::random::RandomStrategy
• strategies::zi::ZeroIntelligenceStrategy
• types::FillEvent
• types::MarketState
• types::Observation
• types::Order
• types::PortfolioSnapshot
• vec_env::VecEnv
• vec_env::VecEnvConfig

Enums

• types::OrderRequest
• types::OrderState
• types::Side
• vec_env::RewardType

Traits

• data_source::DataSource
• data_source::simulated::MarketProcess
• matcher::Matcher
• strategies::Strategy

Functions

• backtest::run_backtest
• backtest::run_backtest_lookback
• backtest::run_backtest_with_liquidation
• simulation_export::write_market_paths_to_parquet

Type Aliases

• types::AgentId

Constants

• types::DEFAULT_AGENT