Struct ComparisonView 

pub struct ComparisonView {
    pub rows: Vec<ComparisonRowView>,
    pub curves: Vec<NamedCurveView>,
    pub best_sharpe: Option<f64>,
    pub expected_best_under_null: Option<f64>,
    pub survived_deflation: bool,
    pub notes: Vec<String>,
}

Several findings, read against each other.

Fields

rows: Vec<ComparisonRowView>

curves: Vec<NamedCurveView>

best_sharpe: Option<f64>

The best out-of-sample Sharpe among them, and the score the best of a comparison this size would be expected to reach with no skill at all.

The point of the whole screen. Comparing six strategies and keeping the best one is a search of size six, and until now nothing counted it: each finding deflated the grid inside it and none of them knew about the other five.

expected_best_under_null: Option<f64>

survived_deflation: bool

notes: Vec<String>

What is worth saying about the comparison itself.

Implementations

impl ComparisonView

pub fn best_sharpe(&self) -> f64

Returns the value of best_sharpe, or the default value if best_sharpe is unset.

pub fn expected_best_under_null(&self) -> f64

Returns the value of expected_best_under_null, or the default value if expected_best_under_null is unset.

Trait Implementations

impl Clone for ComparisonView

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ComparisonView

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

Formats the value using the given formatter.

impl Default for ComparisonView

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for ComparisonView

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Message for ComparisonView

fn encoded_len(&self) -> usize

Returns the encoded length of the message without a length delimiter.

fn clear(&mut self)

Clears the message, resetting all fields to their default.

fn encode(&self, buf: &mut impl BufMut) -> Result<(), EncodeError>

where Self: Sized,

Encodes the message to a buffer.

fn encode_to_vec(&self) -> Vec<u8>

where Self: Sized,

Encodes the message to a newly allocated buffer.

fn encode_length_delimited( &self, buf: &mut impl BufMut, ) -> Result<(), EncodeError>

where Self: Sized,

Encodes the message with a length-delimiter to a buffer.

fn encode_length_delimited_to_vec(&self) -> Vec<u8>

where Self: Sized,

Encodes the message with a length-delimiter to a newly allocated buffer.

fn decode(buf: impl Buf) -> Result<Self, DecodeError>

where Self: Default,

Decodes an instance of the message from a buffer.

fn decode_length_delimited(buf: impl Buf) -> Result<Self, DecodeError>

where Self: Default,

Decodes a length-delimited instance of the message from the buffer.

fn merge(&mut self, buf: impl Buf) -> Result<(), DecodeError>

where Self: Sized,

Decodes an instance of the message from a buffer, and merges it into self.

fn merge_length_delimited(&mut self, buf: impl Buf) -> Result<(), DecodeError>

where Self: Sized,

Decodes a length-delimited instance of the message from buffer, and merges it into self.

impl PartialEq for ComparisonView

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for ComparisonView

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 ComparisonView