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backtestingfx/src/types.rs
T

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Rust
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#[derive(Debug, Clone)]
pub struct Bar { // Initialises the interface for the bar
pub timestamp: i64,
pub open: f64,
pub high: f64,
pub low: f64,
pub close: f64,
pub volume: f64,
}
#[derive(Debug, Clone)]
pub struct Position { // this is for the trading position
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pub id: u64,
pub entry_price: f64,
pub lot_size: f64,
pub is_long: bool,
pub entry_timestamp: i64
}
#[derive(Debug, Clone)]
pub struct Trade { // the actual trade
pub entry_price: f64,
pub exit_price: f64,
pub lot_size: f64,
pub is_long: bool,
pub pnl: f64,
pub entry_timestamp: i64,
pub exit_timestamp:i64
}