Module Trading_engine.Scenario_validation

Cross-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.result
val 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.result
val 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.result
val 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