backtest

type AccountResultSummary struct {
	AccountID model.AccountID              `json:"account_id"`
	Orders    []model.OrderStatusReport    `json:"orders"`
	Fills     []model.FillReport           `json:"fills"`
	Positions []model.PositionStatusReport `json:"positions"`
}

type Catalog interface {
	Events(context.Context) ([]Event, error)
}

type Config struct {
	Bus             *bus.Bus
	Cache           *cache.Cache
	Portfolio       *portfolio.Portfolio
	DataCatalog     data.Catalog
	ExecutionEngine *execution.Engine
	FillModel       FillModel
	OrderLatency    time.Duration
	Events          []Event
	Strategies      []strategy.Strategy
	Logger          *slog.Logger
}

type Engine struct {
	// contains filtered or unexported fields
}

type EngineConfig struct {
	Bus         *bus.Bus
	Catalog     Catalog
	DataCatalog data.ReplayCatalog
}

type Event struct {
	At      time.Time
	Topic   string
	Message any
}

type FillContext struct {
	Order      model.OrderStatusReport
	Instrument model.Instrument
	Source     FillSource
	Price      decimal.Decimal
	Quantity   decimal.Decimal
	Timestamp  time.Time
	LimitTouch bool
	Taker      bool
}

type FillModel interface {
	ShouldFillLimitTouch(FillContext) bool
	ApplySlippage(FillContext, decimal.Decimal) decimal.Decimal
}

type FillModelConfig struct {
	ProbFillOnLimit    float64
	ProbFillOnLimitSet bool
	ProbSlippage       float64
	RandomSeed         int64
}

type FillSource string

type Match struct {
	Source    FillSource
	Price     decimal.Decimal
	Quantity  decimal.Decimal
	Timestamp time.Time
}

type MatchingCore struct {
	// contains filtered or unexported fields
}

type MatchingCoreConfig struct {
	Instrument model.Instrument
	FillModel  FillModel
}

type MemoryCatalog struct {
	// contains filtered or unexported fields
}

type OrderBookMatchRequest struct {
	Order       model.OrderStatusReport
	Book        model.OrderBook
	Consumed    map[string]decimal.Decimal
	MaxQuantity decimal.Decimal
}

type ProbabilisticFillModel struct {
	// contains filtered or unexported fields
}

type Result struct {
	EventsProcessed int
	Cache           *cache.Cache
	Portfolio       *portfolio.Portfolio
	AccountIDs      []model.AccountID
	Execution       execution.Health
}

type ResultSummary struct {
	EventsProcessed int                    `json:"events_processed"`
	Accounts        []AccountResultSummary `json:"accounts"`
}

type Runner struct {
	// contains filtered or unexported fields
}