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style: apply cargo fmt formatting

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Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Pratik Bhadane
2026-04-01 20:12:19 +05:30
co-authored by Claude Sonnet 4.6
parent 3ab6daa853
commit 70b99ad870
17 changed files with 128 additions and 128 deletions
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src/backtest/mod.rs
+21 -8
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@@ -147,8 +147,8 @@ pub fn sma_crossover_signals<'py>(
validation::validate_timeperiod(fast, "fast", 1)?;
validation::validate_timeperiod(slow, "slow", 1)?;
let prices = close.as_slice()?;
let out = core_bt::sma_crossover_signals(prices, fast, slow)
.map_err(|e| PyValueError::new_err(e))?;
let out =
core_bt::sma_crossover_signals(prices, fast, slow).map_err(|e| PyValueError::new_err(e))?;
Ok(out.into_pyarray(py))
}
@@ -202,8 +202,15 @@ pub fn backtest_core<'py>(
validation::validate_equal_length(&[(c.len(), "close"), (s.len(), "signals")])?;
let cm = commission.as_ref().map(|c| &c.inner);
let result = core_bt::backtest_core(c, s, cm, slippage_bps, initial_capital, commission_per_trade)
.map_err(|e| PyValueError::new_err(e))?;
let result = core_bt::backtest_core(
c,
s,
cm,
slippage_bps,
initial_capital,
commission_per_trade,
)
.map_err(|e| PyValueError::new_err(e))?;
Ok((
result.positions.into_pyarray(py),
@@ -348,8 +355,14 @@ pub fn compute_performance_metrics<'py>(
dict.set_item("calmar", metrics.calmar)?;
dict.set_item("max_drawdown", metrics.max_drawdown)?;
dict.set_item("avg_drawdown", metrics.avg_drawdown)?;
dict.set_item("max_drawdown_duration_bars", metrics.max_drawdown_duration_bars as i64)?;
dict.set_item("avg_drawdown_duration_bars", metrics.avg_drawdown_duration_bars)?;
dict.set_item(
"max_drawdown_duration_bars",
metrics.max_drawdown_duration_bars as i64,
)?;
dict.set_item(
"avg_drawdown_duration_bars",
metrics.avg_drawdown_duration_bars,
)?;
dict.set_item("ulcer_index", metrics.ulcer_index)?;
dict.set_item("omega_ratio", metrics.omega_ratio)?;
dict.set_item("win_rate", metrics.win_rate)?;
@@ -428,8 +441,8 @@ pub fn extract_trades_ohlcv<'py>(
(l.len(), "low"),
])?;
let trades = core_bt::extract_trades_ohlcv(pos, fp, h, l)
.map_err(|e| PyValueError::new_err(e))?;
let trades =
core_bt::extract_trades_ohlcv(pos, fp, h, l).map_err(|e| PyValueError::new_err(e))?;
let mut entry_bars: Vec<i64> = Vec::with_capacity(trades.len());
let mut exit_bars: Vec<i64> = Vec::with_capacity(trades.len());