Struct Context 

pub struct Context<'a> {
    pub spot: f64,
    pub iv: f64,
    pub sd: &'a Sd2Reading,
    pub prev: Option<&'a Sd2Reading>,
}

Everything a strategy may look at on one bar. All of it is known at the close of that bar; nothing comes from the future.

Fields

spot: f64

iv: f64

ATM implied volatility, annualized (real index or proxy).

sd: &'a Sd2Reading

prev: Option<&'a Sd2Reading>

SD on the previous bar (for “did it just fire?” questions).

Implementations

impl Context<'_>

pub fn vol_edge(&self) -> f64

SD’s expected move ÷ the move implied by option prices, both over SD’s horizon. Above 1: SD expects more movement than the market is charging for.

pub fn just_fired(&self) -> bool

Trait Implementations

impl<'a> Clone for Context<'a>

fn clone(&self) -> Context<'a>

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<'a> Debug for Context<'a>

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

Formats the value using the given formatter.