pub struct ReportRequest {Show 23 fields
pub author: String,
pub origin: String,
pub hypothesis_id: String,
pub claim: String,
pub instrument: String,
pub from: String,
pub to: String,
pub interval: String,
pub dataset_id: String,
pub dataset_version: String,
pub adjustment: String,
pub strategy: String,
pub params: HashMap<String, f64>,
pub commission_bps: f64,
pub slippage_bps: f64,
pub per_fill: f64,
pub stop_atr_multiple: Option<f64>,
pub starting_cash: f64,
pub engine: String,
pub strategy_curve: Vec<Point>,
pub ledger: Vec<LedgerTrade>,
pub benchmark_curve: Vec<Point>,
pub trials: Option<u32>,
}Expand description
Evidence an engine Arvo did not run computed (ADR-0026). What a run produces, before anyone concludes anything from it; Arvo computes the verdict. There is no field for a verdict, a metric or a p-value.
Fields§
As RunRequest: who is recording this, and where in their code.
origin: String§hypothesis_id: StringThe hypothesis: an id, and the claim in prose.
claim: String§instrument: StringThe experiment as data.
from: StringISO dates, inclusive.
to: String§interval: StringAs arvo_data spells it: “1day”, “5minute”.
dataset_id: StringThe engine’s own dataset: an id, and a content hash of what it read.
dataset_version: String§adjustment: String“split” (the default) or “total_return”.
strategy: StringThe engine’s own strategy name, and its parameters.
params: HashMap<String, f64>§commission_bps: f64The cost model the run assumed.
slippage_bps: f64§per_fill: f64§stop_atr_multiple: Option<f64>The risk model, as far as the run assumed one.
starting_cash: f64Zero means the curve’s first point.
engine: StringWhat computed this, by name and version.
strategy_curve: Vec<Point>The evidence.
ledger: Vec<LedgerTrade>§benchmark_curve: Vec<Point>Buy-and-hold over the same window and capital. Without it the finding is Inconclusive: a return with nothing to beat is not a result.
trials: Option<u32>How many trials the author’s whole search has run (ADR-0014).
Implementations§
Source§impl ReportRequest
impl ReportRequest
Trait Implementations§
Source§impl Clone for ReportRequest
impl Clone for ReportRequest
Source§impl Debug for ReportRequest
impl Debug for ReportRequest
Source§impl Default for ReportRequest
impl Default for ReportRequest
Source§impl<'de> Deserialize<'de> for ReportRequest
impl<'de> Deserialize<'de> for ReportRequest
Source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
Source§impl Message for ReportRequest
impl Message for ReportRequest
Source§fn encoded_len(&self) -> usize
fn encoded_len(&self) -> usize
Source§fn encode(&self, buf: &mut impl BufMut) -> Result<(), EncodeError>where
Self: Sized,
fn encode(&self, buf: &mut impl BufMut) -> Result<(), EncodeError>where
Self: Sized,
Source§fn encode_to_vec(&self) -> Vec<u8> ⓘwhere
Self: Sized,
fn encode_to_vec(&self) -> Vec<u8> ⓘwhere
Self: Sized,
Source§fn encode_length_delimited(
&self,
buf: &mut impl BufMut,
) -> Result<(), EncodeError>where
Self: Sized,
fn encode_length_delimited(
&self,
buf: &mut impl BufMut,
) -> Result<(), EncodeError>where
Self: Sized,
Source§fn encode_length_delimited_to_vec(&self) -> Vec<u8> ⓘwhere
Self: Sized,
fn encode_length_delimited_to_vec(&self) -> Vec<u8> ⓘwhere
Self: Sized,
Source§fn decode(buf: impl Buf) -> Result<Self, DecodeError>where
Self: Default,
fn decode(buf: impl Buf) -> Result<Self, DecodeError>where
Self: Default,
Source§fn decode_length_delimited(buf: impl Buf) -> Result<Self, DecodeError>where
Self: Default,
fn decode_length_delimited(buf: impl Buf) -> Result<Self, DecodeError>where
Self: Default,
Source§fn merge(&mut self, buf: impl Buf) -> Result<(), DecodeError>where
Self: Sized,
fn merge(&mut self, buf: impl Buf) -> Result<(), DecodeError>where
Self: Sized,
self. Read moreSource§fn merge_length_delimited(&mut self, buf: impl Buf) -> Result<(), DecodeError>where
Self: Sized,
fn merge_length_delimited(&mut self, buf: impl Buf) -> Result<(), DecodeError>where
Self: Sized,
self.