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Port backtest engine and kernel to Rust #2449

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Merged
merged 6 commits into from
Mar 13, 2025
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filipmacek
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Pull Request

  • moved TimeEventAccumulator to separate accumulator.rs file from engine.rs
  • created new system crate which contains NautilusKernel and its config scaffold methods with todos
  • created various backtesting config like BacktestEngineConfig, BacktestVenueConfig, BacktestDataConfig, and BacktestRunConfig with docs
  • created struct BacktestEngine and scaffold methods with todos
  • created Environment enum in common crate
  • finished and added docs to DataEngineConfig
  • added StreamingConfig and DataCatalogConfig in persistence crate

@filipmacek filipmacek changed the title Scafold backtesting engine Bootstrapping backtesting engine and kernel Mar 13, 2025
@cjdsellers cjdsellers changed the title Bootstrapping backtesting engine and kernel Port backtest engine and kernel to Rust Mar 13, 2025
@cjdsellers cjdsellers merged commit c228c5c into develop Mar 13, 2025
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@cjdsellers cjdsellers deleted the scafold-backtesting-engine branch March 13, 2025 20:52
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2 participants