fmt

example_clients/alator/benches/sim_benchmark.rs

@@ -1,7 +1,7 @@
-use std::collections::HashMap;
 use alator::broker::uist::UistBrokerBuilder;
 use alator::broker::{BrokerCost, CashOperations, SendOrder, Update};
 use criterion::{criterion_group, criterion_main, Criterion};
+use std::collections::HashMap;
 
 use alator::strategy::staticweight::StaticWeightStrategyBuilder;
 use rotala::http::uist::uistv1_client::{TestClient, UistClient};

example_clients/alator/src/broker/mod.rs

@@ -47,7 +47,10 @@
 //! with optional [BrokerCost].
 
 use std::{
-    collections::HashMap, error::Error, fmt::{Display, Formatter}, ops::Deref
+    collections::HashMap,
+    error::Error,
+    fmt::{Display, Formatter},
+    ops::Deref,
 };
 
 use log::info;
@@ -248,12 +251,7 @@ impl BrokerCost {
 
     //Returns a valid trade given trading costs given a current budget
     //and price of security
-    pub fn trade_impact(
-        &self,
-        gross_budget: &f64,
-        gross_price: &f64,
-        is_buy: bool,
-    ) -> (f64, f64) {
+    pub fn trade_impact(&self, gross_budget: &f64, gross_price: &f64, is_buy: bool) -> (f64, f64) {
         let mut net_budget = *gross_budget;
         let mut net_price = *gross_price;
         match self {
@@ -612,9 +610,7 @@ pub trait BrokerOperations<O: BrokerOrder, Q: BrokerQuote>:
             let positions = self.get_positions();
             let mut sell_orders: Vec<O> = Vec::new();
             for ticker in positions {
-                let position_value = self
-                    .get_position_value(&ticker)
-                    .unwrap_or(0.0);
+                let position_value = self.get_position_value(&ticker).unwrap_or(0.0);
                 //Position won't generate enough cash to fulfill total order
                 //Create orders for selling 100% of position, continue
                 //to next position to see if we can generate enough cash
@@ -742,9 +738,7 @@ pub trait BrokerOperations<O: BrokerOrder, Q: BrokerQuote>:
         };
 
         for symbol in target_weights.keys() {
-            let curr_val = self
-                .get_position_value(symbol)
-                .unwrap_or(0.0);
+            let curr_val = self.get_position_value(symbol).unwrap_or(0.0);
             //Iterating over target_weights so will always find value
             let target_val = total_value * target_weights.get(symbol).unwrap();
             let diff_val = target_val - curr_val;
@@ -888,12 +882,7 @@ impl StrategySnapshot {
         }
     }
 
-    pub fn real(
-        date: DateTime,
-        portfolio_value: f64,
-        net_cash_flow: f64,
-        inflation: f64,
-    ) -> Self {
+    pub fn real(date: DateTime, portfolio_value: f64, net_cash_flow: f64, inflation: f64) -> Self {
         Self {
             date,
             portfolio_value,
@@ -902,5 +891,3 @@ impl StrategySnapshot {
         }
     }
 }
-
-

example_clients/alator/src/broker/uist.rs

@@ -15,7 +15,8 @@ use rotala::http::uist::uistv1_client::{BacktestId, UistClient};
 use crate::{broker::BrokerOrder, strategy::staticweight::StaticWeightBroker};
 
 use super::{
-    BrokerCost, BrokerEvent, BrokerOperations, BrokerState, BrokerStates, CashOperations, Clock, DateTime, Portfolio, PortfolioHoldings, Quote, SendOrder, Update
+    BrokerCost, BrokerEvent, BrokerOperations, BrokerState, BrokerStates, CashOperations, Clock,
+    DateTime, Portfolio, PortfolioHoldings, Quote, SendOrder, Update,
 };
 
 type UistBrokerEvent = BrokerEvent<Order>;
@@ -141,9 +142,7 @@ impl<C: UistClient> SendOrder<Order> for UistBroker<C> {
                     OrderType::MarketSell | OrderType::LimitSell | OrderType::StopSell => quote.bid,
                 };
 
-                if let Err(_err) =
-                    self.client_has_sufficient_cash::<OrderType>(&order, &price)
-                {
+                if let Err(_err) = self.client_has_sufficient_cash::<OrderType>(&order, &price) {
                     info!(
                         "BROKER: Unable to send {:?} order for {:?} shares of {:?} to exchange",
                         order.get_order_type(),
@@ -192,11 +191,9 @@ impl<C: UistClient> SendOrder<Order> for UistBroker<C> {
                 let symbol = order.get_symbol().to_string();
                 if let Some(position) = self.pending_orders.get(order.get_symbol()) {
                     let existing = *position + order_effect;
-                    self.pending_orders
-                        .insert(symbol, existing);
+                    self.pending_orders.insert(symbol, existing);
                 } else {
-                    self.pending_orders
-                        .insert(symbol, order_effect);
+                    self.pending_orders.insert(symbol, order_effect);
                 }
                 info!(
                     "BROKER: Successfully sent {:?} order for {:?} shares of {:?} to exchange",
@@ -262,8 +259,7 @@ impl<C: UistClient> Update for UistBroker<C> {
                     if updated_pending == 0.0 {
                         self.pending_orders.remove(&trade.symbol);
                     } else {
-                        self.pending_orders
-                            .insert(trade.symbol, updated_pending);
+                        self.pending_orders.insert(trade.symbol, updated_pending);
                     }
 
                     self.last_seen_trade += 1;
@@ -542,9 +538,7 @@ mod tests {
         let cash = brkr.get_cash_balance();
         assert!(cash < 100_000.0);
 
-        let qty = brkr
-            .get_position_qty("ABC")
-            .unwrap_or(0.0);
+        let qty = brkr.get_position_qty("ABC").unwrap_or(0.0);
         assert_eq!(qty, 495.00);
     }
 
@@ -673,19 +667,15 @@ mod tests {
 
         //Missing live quote for BCD
         brkr.check().await;
-        let value = brkr
-            .get_position_value("BCD")
-            .unwrap_or(f64::from(0.0));
+        let value = brkr.get_position_value("BCD").unwrap_or(f64::from(0.0));
         println!("{:?}", value);
         //We test against the bid price, which gives us the value exclusive of the price paid at ask
         assert!(value == 10.0 * 100.0);
 
         //BCD has quote again
         brkr.check().await;
 
-        let value1 = brkr
-            .get_position_value("BCD")
-            .unwrap_or(f64::from(0.0));
+        let value1 = brkr.get_position_value("BCD").unwrap_or(f64::from(0.0));
         println!("{:?}", value1);
         assert!(value1 == 12.0 * 100.0);
     }
@@ -782,9 +772,7 @@ mod tests {
         let res = brkr.send_order(Order::market_buy("ABC", 50.0));
         assert!(matches!(res, UistBrokerEvent::OrderSentToExchange(..)));
         assert_eq!(
-            *brkr
-                .get_holdings_with_pending()
-                .get("ABC").unwrap_or(&0.0),
+            *brkr.get_holdings_with_pending().get("ABC").unwrap_or(&0.0),
             50.0
         );
         brkr.check().await;
@@ -794,10 +782,7 @@ mod tests {
         let res = brkr.send_order(Order::market_sell("ABC", 10.0));
         assert!(matches!(res, UistBrokerEvent::OrderSentToExchange(..)));
         assert_eq!(
-            *brkr
-                .get_holdings_with_pending()
-                .get("ABC")
-                .unwrap_or(&0.0),
+            *brkr.get_holdings_with_pending().get("ABC").unwrap_or(&0.0),
             40.0
         );
         brkr.check().await;
@@ -807,10 +792,7 @@ mod tests {
         let res = brkr.send_order(Order::market_buy("ABC", 50.0));
         assert!(matches!(res, UistBrokerEvent::OrderSentToExchange(..)));
         assert_eq!(
-            *brkr
-                .get_holdings_with_pending()
-                .get("ABC")
-                .unwrap_or(&0.0),
+            *brkr.get_holdings_with_pending().get("ABC").unwrap_or(&0.0),
             90.0
         );
         brkr.check().await;

example_clients/alator/src/strategy/staticweight.rs

@@ -4,7 +4,8 @@ use std::marker::PhantomData;
 use log::info;
 
 use crate::broker::{
-    BrokerCashEvent, BrokerOperations, BrokerOrder, BrokerQuote, BrokerStates, CashOperations, Clock, Portfolio, SendOrder, StrategySnapshot, Update
+    BrokerCashEvent, BrokerOperations, BrokerOrder, BrokerQuote, BrokerStates, CashOperations,
+    Clock, Portfolio, SendOrder, StrategySnapshot, Update,
 };
 use crate::perf::{BacktestOutput, PerformanceCalculator};
 use crate::schedule::{DefaultTradingSchedule, TradingSchedule};

example_clients/alator/tests/staticweight_test.rs

@@ -3,7 +3,7 @@ use std::collections::HashMap;
 use alator::broker::uist::UistBrokerBuilder;
 use alator::broker::BrokerCost;
 
-use alator::strategy::staticweight::{StaticWeightStrategyBuilder, PortfolioAllocation};
+use alator::strategy::staticweight::{PortfolioAllocation, StaticWeightStrategyBuilder};
 use rotala::http::uist::uistv1_client::{TestClient, UistClient};
 use rotala::input::penelope::Penelope;
 

rotala/src/http/jura.rs

@@ -55,10 +55,7 @@ impl AppState {
         }
     }
 
-    pub fn tick(
-        &mut self,
-        backtest_id: BacktestId,
-    ) -> Option<TickResult> {
+    pub fn tick(&mut self, backtest_id: BacktestId) -> Option<TickResult> {
         if let Some(backtest) = self.backtests.get_mut(&backtest_id) {
             if let Some(dataset) = self.datasets.get(&backtest.dataset_name) {
                 let mut has_next = false;