Structure d’un insight

Un insight stocke l’intention de trading et l’état d’exécution nécessaire pour l’inspecter ensuite.

Les champs principaux incluent :

symbole
side
confiance
timeframe
lignée parent/enfant
quantité
contrats
structure d’entrée
niveaux de take-profit et stop-loss
écart de trailing stop
prix de fill et de clôture
PnL réalisé courtier, commission et swap
jambes d’exécution
historique d’état

pub struct Insight {
    pub insight_id: Uuid,
    pub parent_id: Option<Uuid>,
    pub state: InsightState,
    pub children: Vec<Insight>,

    // Order information
    pub order_id: Option<String>,
    pub side: OrderSide,
    pub symbol: String,
    pub quantity: Option<f64>,
    pub contracts: Option<f64>,

    // Order execution details
    pub order_type: OrderType,
    pub order_class: OrderClass,
    pub limit_price: Option<f64>,
    pub stop_price: Option<f64>,
    pub take_profit_levels: Option<Vec<f64>>,
    pub stop_loss_levels: Option<Vec<f64>>,
    pub trailing_stop_price: Option<f64>,

    // Strategy information
    pub strategy_type: StrategyType,
    pub confidence: u8,
    pub timeframe: TimeFrame,
    pub period_unfilled: Option<u32>,
    pub period_till_tp: Option<u32>,
    pub execution_depends: Vec<StrategyDependentConfirmation>,

    // Closing information
    pub filled_price: Option<f64>,
    pub close_order_id: Option<String>,
    pub close_price: Option<f64>,
    pub broker_realized_pnl: Option<f64>,
    pub commission: Option<f64>,
    pub swap: Option<f64>,
    pub partial_closes: Vec<PartialCloseResult>,
    pub created_at: DateTime<Utc>,
    pub updated_at: DateTime<Utc>,
    pub filled_at: Option<DateTime<Utc>>,
    pub closed_at: Option<DateTime<Utc>>,
    pub legs: OrderLegs,

    // Market conditions
    pub market_changed: bool,

    // Internal flags
    pub submitted: bool,
    pub cancelling: bool,
    pub closing: bool,
    pub first_on_fill: bool,
    pub partial_filled_quantity: Option<f64>,

    // State tracking
    pub state_history: Vec<(DateTime<Utc>, InsightState, Option<String>)>,
    pub context: Option<InsightStrategyContext>,
}

Créer Un Insight

Le pattern utilisateur le plus courant est :

let mut insight = Insight::new(
    OrderSide::Buy,
    "AAPL".to_string(),
    StrategyType::Testing,
    ctx.timeframe().clone(),
    80,
    None,
);

insight
    .set_limit_price(Some(200.0))
    .set_take_profit_levels(Some(vec![206.0]))
    .set_stop_loss(Some(197.5))
    .set_period_unfilled(Some(5))
    .set_period_till_tp(Some(12));

ctx.add_insight(insight);

À partir de là, le pipeline d’insights peut ajouter le sizing, les validations ou le comportement de soumission.