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TradesView

Struct TradesView 

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pub struct TradesView {
    pub closed: u32,
    pub still_open: u32,
    pub win_rate: Option<f64>,
    pub profit_factor: Option<f64>,
    pub expectancy: Option<f64>,
    pub average_win: Option<f64>,
    pub average_loss: Option<f64>,
    pub average_holding_days: Option<f64>,
    pub fees_paid: f64,
    pub fees_fraction: f64,
    pub signal_exits: u32,
    pub stop_exits: 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. What the round trips looked like, flattened for display.

Beside the metrics rather than inside them: metrics come from the equity curve and these come from the ledger, and keeping the two apart is what makes it obvious which is which when they say different things.

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§closed: u32§still_open: u32§win_rate: Option<f64>§profit_factor: Option<f64>§expectancy: Option<f64>§average_win: Option<f64>§average_loss: Option<f64>§average_holding_days: Option<f64>

Mean holding period in days, which is the unit a reader thinks in and the one that decides short- versus long-term tax treatment.

§fees_paid: f64

Every fee and commission the venue charged, in account currency.

Fees only — slippage is charged inside the fill prices and is already reflected in the return, not here. Naming this fees rather than cost is the whole point: a reader who took it for the total cost of trading would be short by the spread assumption on every round trip.

§fees_fraction: f64

Fees as a fraction of starting capital, so they can be read against the return directly.

§signal_exits: u32§stop_exits: u32

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impl TradesView

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pub fn win_rate(&self) -> f64

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

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pub fn profit_factor(&self) -> f64

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

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pub fn expectancy(&self) -> f64

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

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pub fn average_win(&self) -> f64

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

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pub fn average_loss(&self) -> f64

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

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pub fn average_holding_days(&self) -> f64

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

Trait Implementations§

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impl Clone for TradesView

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Copy for TradesView

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impl Debug for TradesView

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

Formats the value using the given formatter. Read more
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impl Default for TradesView

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for TradesView

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Message for TradesView

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fn encoded_len(&self) -> usize

Returns the encoded length of the message without a length delimiter.
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fn clear(&mut self)

Clears the message, resetting all fields to their default.
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fn encode(&self, buf: &mut impl BufMut) -> Result<(), EncodeError>
where Self: Sized,

Encodes the message to a buffer. Read more
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fn encode_to_vec(&self) -> Vec<u8> ⓘ
where Self: Sized,

Encodes the message to a newly allocated buffer.
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fn encode_length_delimited( &self, buf: &mut impl BufMut, ) -> Result<(), EncodeError>
where Self: Sized,

Encodes the message with a length-delimiter to a buffer. Read more
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fn encode_length_delimited_to_vec(&self) -> Vec<u8> ⓘ
where Self: Sized,

Encodes the message with a length-delimiter to a newly allocated buffer.
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fn decode(buf: impl Buf) -> Result<Self, DecodeError>
where Self: Default,

Decodes an instance of the message from a buffer. Read more
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fn decode_length_delimited(buf: impl Buf) -> Result<Self, DecodeError>
where Self: Default,

Decodes a length-delimited instance of the message from the buffer.
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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. Read more
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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.
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impl PartialEq for TradesView

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

Equality operator ==. Read more
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fn ne(&self, other: &Rhs) -> bool

Inequality operator !=. Read more
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impl Serialize for TradesView

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more
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impl StructuralPartialEq for TradesView

Auto Trait Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = !

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, !>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.