refactor: refactor the visibility of the fee models.

nkaz001 · Aug 4, 2024 · bfb4447 · bfb4447
1 parent eb5f02f
commit bfb4447
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Showing 12 changed files with 25 additions and 12 deletions.
diff --git a/hftbacktest/Cargo.toml b/hftbacktest/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "hftbacktest"
-version = "0.3.0"
+version = "0.3.1"
 edition = "2021"
 authors = ["nkaz001 <[email protected]>"]
 license = "MIT"

diff --git a/hftbacktest/examples/gridtrading_backtest.rs b/hftbacktest/examples/gridtrading_backtest.rs
@@ -4,10 +4,11 @@ use hftbacktest::{
         assettype::LinearAsset,
         data::{read_npz_file, DataSource},
         models::{
-            fee::{CommonFees, TradingValueFeeModel},
+            CommonFees,
             IntpOrderLatency,
             PowerProbQueueFunc3,
             ProbQueueModel,
+            TradingValueFeeModel,
         },
         recorder::BacktestRecorder,
         AssetBuilder,

diff --git a/hftbacktest/examples/gridtrading_backtest_args.rs b/hftbacktest/examples/gridtrading_backtest_args.rs
@@ -5,10 +5,11 @@ use hftbacktest::{
         assettype::LinearAsset,
         data::read_npz_file,
         models::{
-            fee::{CommonFees, TradingValueFeeModel},
+            CommonFees,
             IntpOrderLatency,
             PowerProbQueueFunc3,
             ProbQueueModel,
+            TradingValueFeeModel,
         },
         recorder::BacktestRecorder,
         AssetBuilder,

diff --git a/hftbacktest/src/backtest/mod.rs b/hftbacktest/src/backtest/mod.rs
@@ -2,7 +2,7 @@ use std::{collections::HashMap, io::Error as IoError, marker::PhantomData};
 
 pub use data::DataSource;
 use data::{Cache, Reader};
-use models::fee::FeeModel;
+use models::FeeModel;
 use thiserror::Error;
 
 use crate::{

diff --git a/hftbacktest/src/backtest/models/mod.rs b/hftbacktest/src/backtest/models/mod.rs
@@ -3,10 +3,18 @@
 //! Please find more details in the documents below.
 //! * [Latency Models](https://hftbacktest.readthedocs.io/en/latest/latency_models.html)
 //! * [Order Fill](https://hftbacktest.readthedocs.io/en/latest/order_fill.html)
-pub mod fee;
+mod fee;
 mod latency;
 mod queue;
 
+pub use fee::{
+    CommonFees,
+    DirectionalFees,
+    FeeModel,
+    FlatPerTradeFeeModel,
+    TradingQtyFeeModel,
+    TradingValueFeeModel,
+};
 pub use latency::{ConstantLatency, IntpOrderLatency, LatencyModel, OrderLatencyRow};
 #[cfg(any(feature = "unstable_l3", doc))]
 pub use queue::{L3FIFOQueueModel, L3OrderId, L3OrderSource, L3QueueModel};

diff --git a/hftbacktest/src/backtest/proc/l3_local.rs b/hftbacktest/src/backtest/proc/l3_local.rs
@@ -7,7 +7,7 @@ use crate::{
     backtest::{
         assettype::AssetType,
         data::{Data, Reader},
-        models::{fee::FeeModel, LatencyModel},
+        models::{FeeModel, LatencyModel},
         order::OrderBus,
         proc::{LocalProcessor, Processor},
         state::State,

diff --git a/hftbacktest/src/backtest/proc/l3_nopartialfillexchange.rs b/hftbacktest/src/backtest/proc/l3_nopartialfillexchange.rs
@@ -5,7 +5,7 @@ use crate::{
         assettype::AssetType,
         data::{Data, Reader},
         models::{
-            fee::FeeModel,
+            FeeModel,
             L3FIFOQueueModel,
             L3OrderId,
             L3OrderSource,

diff --git a/hftbacktest/src/backtest/proc/local.rs b/hftbacktest/src/backtest/proc/local.rs
@@ -7,7 +7,7 @@ use crate::{
     backtest::{
         assettype::AssetType,
         data::{Data, Reader},
-        models::{fee::FeeModel, LatencyModel},
+        models::{FeeModel, LatencyModel},
         order::OrderBus,
         proc::{LocalProcessor, Processor},
         state::State,

diff --git a/hftbacktest/src/backtest/proc/nopartialfillexchange.rs b/hftbacktest/src/backtest/proc/nopartialfillexchange.rs
@@ -10,7 +10,7 @@ use crate::{
     backtest::{
         assettype::AssetType,
         data::{Data, Reader},
-        models::{fee::FeeModel, LatencyModel, QueueModel},
+        models::{FeeModel, LatencyModel, QueueModel},
         order::OrderBus,
         proc::Processor,
         state::State,

diff --git a/hftbacktest/src/backtest/proc/partialfillexchange.rs b/hftbacktest/src/backtest/proc/partialfillexchange.rs
@@ -10,7 +10,7 @@ use crate::{
     backtest::{
         assettype::AssetType,
         data::{Data, Reader},
-        models::{fee::FeeModel, LatencyModel, QueueModel},
+        models::{FeeModel, LatencyModel, QueueModel},
         order::OrderBus,
         proc::Processor,
         state::State,

diff --git a/hftbacktest/src/backtest/state.rs b/hftbacktest/src/backtest/state.rs
@@ -1,5 +1,5 @@
 use crate::{
-    backtest::{assettype::AssetType, models::fee::FeeModel},
+    backtest::{assettype::AssetType, models::FeeModel},
     types::{Order, StateValues},
 };
 

diff --git a/py-hftbacktest/src/lib.rs b/py-hftbacktest/src/lib.rs
@@ -7,8 +7,9 @@ use hftbacktest::{
         assettype::{InverseAsset, LinearAsset},
         data::{read_npz_file, Cache, Data, DataPtr, Reader},
         models::{
-            fee::{CommonFees, FlatPerTradeFeeModel, TradingQtyFeeModel, TradingValueFeeModel},
+            CommonFees,
             ConstantLatency,
+            FlatPerTradeFeeModel,
             IntpOrderLatency,
             LogProbQueueFunc,
             LogProbQueueFunc2,
@@ -18,6 +19,8 @@ use hftbacktest::{
             PowerProbQueueFunc3,
             ProbQueueModel,
             RiskAdverseQueueModel,
+            TradingQtyFeeModel,
+            TradingValueFeeModel,
         },
         order::OrderBus,
         proc::{Local, LocalProcessor, NoPartialFillExchange, PartialFillExchange, Processor},