Struct BacktestSummary 

pub struct BacktestSummary {
    pub events_processed: usize,
    pub actions_applied: usize,
    pub initial_value: f64,
    pub final_value: f64,
    pub total_return: f64,
    pub max_drawdown: f64,
}

Aggregate metrics for a replay.

Fields

events_processed: usize

Events replayed.

actions_applied: usize

Decisions applied.

initial_value: f64

Value before the first event.

final_value: f64

Value after the last event.

total_return: f64

final_value / initial_value - 1.

max_drawdown: f64

Largest peak-to-trough decline as a fraction of the peak.

Trait Implementations

impl Clone for BacktestSummary

fn clone(&self) -> BacktestSummary

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BacktestSummary

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for BacktestSummary

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for BacktestSummary

fn eq(&self, other: &BacktestSummary) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for BacktestSummary

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for BacktestSummary