Struct Divergence 

pub struct Divergence {
    pub fills: u32,
    pub unfilled: u32,
    pub mean_slippage_bps: f64,
    pub worst_slippage_bps: f64,
    pub mean_latency_ms: f64,
    pub worst_latency_ms: i64,
    pub assumed_slippage_bps: Option<f64>,
}

Every shape at the root as well, because a window names a view on nearly every line and arvo_api::research::StudyView would be noise. The names do not collide: proto has no overloading and neither does this. Measured against assumed, over a session’s fills so far (#18).

Fields

fills: u32

unfilled: u32

Approved orders that never filled. Never averaged into the slippage: a backtest assumes every order fills, so this has nothing to compare to.

mean_slippage_bps: f64

Mean adverse slippage across the fills, in basis points; positive is worse than the decision price, whichever way the order went.

worst_slippage_bps: f64

mean_latency_ms: f64

Signal to fill.

worst_latency_ms: i64

assumed_slippage_bps: Option<f64>

What the finding’s cost model assumed, so the difference is readable.

Implementations

impl Divergence

pub fn assumed_slippage_bps(&self) -> f64

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

Trait Implementations

impl Clone for Divergence

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 Divergence

impl Debug for Divergence

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

Formats the value using the given formatter.

impl Default for Divergence

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for Divergence

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Message for Divergence

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 Divergence

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for Divergence

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 Divergence