refactor(rust): refactor.

nkaz001 · Jun 27, 2024 · f8c83d9 · f8c83d9
1 parent 20a5b5f
commit f8c83d9
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Showing 4 changed files with 5 additions and 19 deletions.
diff --git a/rust/examples/gridtrading_backtest.rs b/rust/examples/gridtrading_backtest.rs
@@ -1,14 +1,11 @@
-use std::time::Instant;
-
 use algo::gridtrading;
 use hftbacktest::{
     backtest::{
         assettype::LinearAsset,
-        models::{IntpOrderLatency, PowerProbQueueFunc3, ProbQueueModel, QueuePos},
-        reader::read_npz,
+        models::{IntpOrderLatency, PowerProbQueueFunc3, ProbQueueModel},
+        reader::{read_npz, DataSource},
         recorder::BacktestRecorder,
         AssetBuilder,
-        DataSource,
         ExchangeKind,
         MultiAssetMultiExchangeBacktest,
     },

diff --git a/rust/src/backtest/mod.rs b/rust/src/backtest/mod.rs
@@ -40,6 +40,8 @@ pub mod recorder;
 
 mod evs;
 
+pub use reader::DataSource;
+
 #[cfg(any(feature = "unstable_l3", doc))]
 mod l3backtest;
 
@@ -62,16 +64,6 @@ pub enum BacktestError {
     DataError(#[from] IoError),
 }
 
-/// Data source for the [`reader`].
-#[derive(Clone, Debug)]
-pub enum DataSource {
-    /// Data needs to be loaded from the specified  file. It will be loaded when needed and released
-    /// when no processor is reading the data.
-    File(String),
-    /// Data is loaded and set by the user.
-    Data(Data<Event>),
-}
-
 /// Backtesting Asset
 pub struct Asset<L: ?Sized, E: ?Sized> {
     local: Box<L>,
@@ -145,7 +137,7 @@ where
     }
 
     /// Sets the feed data. Currently, only `DataSource::File` is supported.
-    pub fn data(mut self, data: Vec<DataSource>) -> Self {
+    pub fn data(mut self, data: Vec<DataSource<Event>>) -> Self {
         for item in data {
             match item {
                 DataSource::File(filename) => {

diff --git a/rust/src/backtest/models/queue.rs b/rust/src/backtest/models/queue.rs
@@ -3,7 +3,6 @@ use std::{
     collections::{hash_map::Entry, HashMap},
     marker::PhantomData,
 };
-use std::collections::VecDeque;
 
 use crate::{
     backtest::BacktestError,

diff --git a/rust/src/backtest/proc/mod.rs b/rust/src/backtest/proc/mod.rs
@@ -16,9 +16,7 @@ mod l3_nopartialfillexchange;
 
 #[cfg(any(feature = "unstable_l3", doc))]
 pub use l3_local::L3Local;
-
 #[cfg(any(feature = "unstable_l3", doc))]
 pub use l3_nopartialfillexchange::L3NoPartialFillExchange;
-
 #[cfg(any(feature = "unstable_l3", doc))]
 pub use proc::GenLocalProcessor;