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Scorecard

portfolio_analyzer::research

Struct Scorecard 

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pub struct Scorecard {
    pub calls: usize,
    pub coverage: f64,
    pub hit_rate: f64,
    pub base_rate: f64,
    pub long_share: f64,
    pub balanced: f64,
    pub spearman: f64,
    pub mean_signed_return: f64,
}
Expand description

Directional scorecard for a set of (signed call strength, realized return).

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§calls: usize§coverage: f64§hit_rate: f64§base_rate: f64

Hit rate of “always call the majority direction” on the same rows.

§long_share: f64§balanced: f64

Average of the up-call hit rate and the down-call hit rate.

§spearman: f64§mean_signed_return: f64

Trait Implementations§

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impl Clone for Scorecard

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fn clone(&self) -> Scorecard

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for Scorecard

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Default for Scorecard

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fn default() -> Scorecard

Returns the “default value” for a type. Read more
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impl Serialize for Scorecard

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

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impl<T> Instrument for T

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided [Span], returning an Instrumented wrapper. Read more
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fn in_current_span(self) -> Instrumented<Self>

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impl<T, U> Into<U> for T
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Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> PolicyExt for T
where T: ?Sized,

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fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns [Action::Follow] only if self and other return Action::Follow. Read more
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fn or<P, B, E>(self, other: P) -> Or<T, P>
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Create a new Policy that returns [Action::Follow] if either self or other returns Action::Follow. Read more
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type Owned = T

The resulting type after obtaining ownership.
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

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fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
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