pub struct DividendGapView {
pub events: u32,
pub strategy_income: f64,
pub benchmark_income: f64,
pub overstatement: f64,
pub corrected_excess: Option<f64>,
pub complete: bool,
pub covered: u32,
pub instruments: u32,
}Expand description
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.
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.
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.
Fields§
§events: u32Distributions that went ex inside the window.
Zero is a real answer and a good one: these instruments pay nothing, so the margin needs no correction.
strategy_income: f64§benchmark_income: f64§overstatement: f64The gap as a fraction of starting capital, in the same units as the excess return it comes off.
corrected_excess: Option<f64>The excess return with the gap taken out, where taking it out means anything.
None on a total-return dataset: the distributions are already in the
excess return there, so subtracting the gap again would report a margin
smaller than the account earned. The rest of this view still holds —
only the subtraction stops being valid.
complete: boolFalse when some instrument the run held has no distribution series, in which case the figure is a floor rather than the answer.
covered: u32§instruments: u32Implementations§
Source§impl DividendGapView
impl DividendGapView
Sourcepub fn corrected_excess(&self) -> f64
pub fn corrected_excess(&self) -> f64
Returns the value of corrected_excess, or the default value if corrected_excess is unset.
Trait Implementations§
Source§impl Clone for DividendGapView
impl Clone for DividendGapView
impl Copy for DividendGapView
Source§impl Debug for DividendGapView
impl Debug for DividendGapView
Source§impl Default for DividendGapView
impl Default for DividendGapView
Source§impl<'de> Deserialize<'de> for DividendGapView
impl<'de> Deserialize<'de> for DividendGapView
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 DividendGapView
impl Message for DividendGapView
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.