Trading_engine.Scenario_validationCross-field and cross-record scenario semantics.
val header :
root:string ->
contract_version:string ->
base_currency:string ->
initial_cash:(string * Scalar.Money.t) list ->
instruments:Instrument.t list ->
venue_calendars:Venue_calendar.t list ->
max_internal_events:int ->
(string list * Trading_engine.Id.Instrument.Set.t, Scenario_shape.error)
Stdlib.resultval initial_portfolio :
root:string ->
currencies:string list ->
catalog:Trading_engine.Id.Instrument.Set.t ->
instruments:Instrument.t list ->
risk:Risk.t ->
Initial_portfolio.t ->
(unit, Scenario_shape.error) Stdlib.resultval batch :
root:string ->
base_currency:string ->
currencies:string list ->
instruments:Instrument.t list ->
risk:Risk.t ->
catalog:Trading_engine.Id.Instrument.Set.t ->
schedule:(int64 * Strategy.intent list) list ->
slices:Market_slice.t list ->
(unit, Scenario_shape.error) Stdlib.resultval stream_item :
root:string ->
base_currency:string ->
instruments:Instrument.t list ->
risk:Risk.t ->
previous_slice:Market_slice.t option ->
previous_intents:Strategy.intent list ->
prior_action_ids:Trading_engine.Id.Corporate_action.Set.t ->
market_slice:Market_slice.t ->
intents:Strategy.intent list ->
(Trading_engine.Id.Corporate_action.Set.t, Scenario_shape.error)
Stdlib.result