calumrussell / rotala

Backtesting engine written in Rust

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Split prices from corporate events

calumrussell opened this issue · comments

commented

Currently prices and corporate events are held within the same data structure which created a dependency between Bookkeeper and Exchange. These should be separate.

Also, the original DataSource structure was supposed to offer low-cost clones but I seem to have removed it at some point. The default DataSource implementation should hide all this behaviour too.

DataSource was a very messy interface that exposed parts of how it worked. This was intentional so that users would know how to create data themselves but the load added has been growing as the internal structures used have become more complex with multithreading.

This issue is also linked to: #38 - which should be completed at the same time.

commented

Closed with - #42