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QuantTrader/core/events.py

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+# fx_backtest/core/events.py
+import os
+import sys
+sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+from dataclasses import dataclass
+from datetime import datetime
+from typing import Literal, Optional
+
+@dataclass(frozen=True)
+class TickEvent:
+    ts: datetime
+    symbol: str
+    bid: float
+    ask: float
+
+@dataclass(frozen=True)
+class SignalEvent:
+    ts: datetime
+    symbol: str
+    direction: Literal["LONG", "SHORT", "EXIT"]
+    size: float  # 单位：合约单位/手，随你定义
+
+@dataclass(frozen=True)
+class OrderEvent:
+    ts: datetime
+    symbol: str
+    side: Literal["BUY", "SELL"]
+    size: float
+    price: Optional[float] = None  # 市价可为 None；限价时填价格
+
+@dataclass(frozen=True)
+class FillEvent:
+    ts: datetime
+    symbol: str
+    side: Literal["BUY", "SELL"]
+    size: float
+    price: float
+    commission: float