Efficiently Synchronizing Put/Call Ratios for Identical Contracts in a Tokio-based, Rust Quantitative Backtesting System
I’m developing a Tokio-based, event-driven quantitative backtesting system for options strategies in Rust. The architecture features multiple traders managed under a single MetaPortfolio, with each trader responsible for different strategies but potentially dealing with the same commodity contracts. The system utilizes Rust’s Arc<Mutex<>> or Arc<RwLock<>> for managing shared state across these trader instances.
Synchronizing Put/Call Ratio and Position Ratios in a Tokio-based, Rust Quantitative Backtesting System
Title: Synchronizing Put/Call Ratio and Position Ratios in a Tokio-based, Rust Quantitative Backtesting System