Struct Costs 

pub struct Costs {
    pub spread_frac: f64,
    pub min_spread_of_spot: f64,
    pub commission_of_spot: f64,
}

Trading costs per share, per leg, per side.

Histories are dividend-adjusted, so a 2003 share of AAPL “costs” $0.30. Fixed-cent costs would be absurd on that scale, so every cost is a fraction of either the option’s price or the stock’s price. The defaults match a $100 stock: a 1-cent (ETF) or 3-cent (single stock) minimum half-spread and $0.65 per contract.

Fields

spread_frac: f64

Half-spread as a fraction of the option’s price.

min_spread_of_spot: f64

Minimum half-spread as a fraction of the stock price.

commission_of_spot: f64

Commission per share as a fraction of the stock price.

Implementations

impl Costs

pub const LIQUID: Costs

Index ETFs with deep option markets.

pub const SINGLE: Costs

Single stocks: wider markets.

Trait Implementations

impl Clone for Costs

fn clone(&self) -> Costs

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Costs

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

Formats the value using the given formatter.

impl Copy for Costs