Struct MetricsView 

pub struct MetricsView {
    pub total_return: f64,
    pub cagr: f64,
    pub max_drawdown: f64,
    pub volatility: f64,
    pub sharpe: Option<f64>,
    pub sortino: Option<f64>,
    pub calmar: Option<f64>,
    pub psr: Option<f64>,
    pub trades: u32,
}

Fields

total_return: f64

cagr: f64

max_drawdown: f64

volatility: f64

sharpe: Option<f64>

sortino: Option<f64>

calmar: Option<f64>

psr: Option<f64>

Probability the true Sharpe is above zero, given the sample.

The second number a Sharpe needs. 1.2 from forty returns and 1.2 from four thousand print identically and are not the same finding.

trades: u32

Implementations

impl MetricsView

pub fn sharpe(&self) -> f64

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

pub fn sortino(&self) -> f64

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

pub fn calmar(&self) -> f64

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

pub fn psr(&self) -> f64

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

Trait Implementations

impl Clone for MetricsView

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for MetricsView

impl Debug for MetricsView

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

Formats the value using the given formatter.

impl Default for MetricsView

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for MetricsView

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Message for MetricsView

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 MetricsView

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for MetricsView

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 MetricsView