Skip to main content

Trade

portfolio_analyzer::strategy::sim

Struct Trade

pub struct Trade {Show 17 fields
    pub symbol: String,
    pub strategy: &'static str,
    pub label: &'static str,
    pub entry: NaiveDate,
    pub exit: NaiveDate,
    pub days: usize,
    pub risk: f64,
    pub pnl: f64,
    pub ret: f64,
    pub real_iv: bool,
    pub path: Vec<(NaiveDate, f64)>,
    pub legs: String,
    pub entry_spot: f64,
    pub exit_spot: f64,
    pub entry_iv: f64,
    pub dte: usize,
    pub entry_edge: f64,
}

Fields§

§symbol: String§strategy: &'static str§label: &'static str§entry: NaiveDate§exit: NaiveDate§days: usize§risk: f64§pnl: f64§ret: f64§real_iv: bool§path: Vec<(NaiveDate, f64)>

Return on risk at each close the trade was open (entry day = cost only), for marking a portfolio to market day by day.

§legs: String

Human-readable legs, e.g. “+1 C 412.50, +1 P 412.50”.

§entry_spot: f64§exit_spot: f64§entry_iv: f64

ATM implied vol at entry (annualized).

§dte: usize

Trading days from entry to expiry.

§entry_edge: f64

SD’s expected move ÷ the implied move, at entry.

Trait Implementations§

impl Clone for Trade

fn clone(&self) -> Trade

Returns a duplicate of the value. Read more

1.0.0 · Source§

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

Performs copy-assignment from source. Read more

impl Debug for Trade

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

Formats the value using the given formatter. Read more

impl Serialize for Trade

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

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

impl Freeze for Trade

impl RefUnwindSafe for Trade

impl Send for Trade

impl Sync for Trade

impl Unpin for Trade

impl UnsafeUnpin for Trade

impl UnwindSafe for Trade

Blanket Implementations§

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

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

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

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

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

Instruments this type with the provided [Span], returning an Instrumented wrapper. Read more

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

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

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

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

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

Create a new Policy that returns [Action::Follow] if either self or other returns Action::Follow. Read more

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<T> WithSubscriber for T

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

Attaches the provided Subscriber to this type, returning a [WithDispatch] wrapper. Read more

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a [WithDispatch] wrapper. Read more