Struct barter::portfolio::portfolio::MetaPortfolio

pub struct MetaPortfolio<Repository, Allocator, RiskManager, Statistic> where
    Repository: PositionHandler + BalanceHandler + StatisticHandler<Statistic>,
    Allocator: OrderAllocator,
    RiskManager: OrderEvaluator,
    Statistic: Initialiser + PositionSummariser,  { /* private fields */ }

Portfolio with state persisted in a repository. MarketUpdater, OrderGenerator, FillUpdater and PositionHandler.

Implementations

impl<Repository, Allocator, RiskManager, Statistic> MetaPortfolio<Repository, Allocator, RiskManager, Statistic> where
    Repository: PositionHandler + BalanceHandler + StatisticHandler<Statistic>,
    Allocator: OrderAllocator,
    RiskManager: OrderEvaluator,
    Statistic: Initialiser + PositionSummariser, 

pub fn init(
    lego: PortfolioLego<Repository, Allocator, RiskManager, Statistic>
) -> Result<Self, PortfolioError>

Constructs a new MetaPortfolio using the provided PortfolioLego components, and persists the initial MetaPortfolio state in the Repository.

pub fn bootstrap_repository<Markets: IntoIterator<Item = Market>>(
    &mut self,
    starting_cash: f64,
    markets: Markets,
    statistic_config: Statistic::Config
) -> Result<(), PortfolioError>

Persist initial MetaPortfolio state in the repository. This includes initialised Statistics every market provided, as well as starting AvailableCash & TotalEquity.

pub fn builder(
) -> MetaPortfolioBuilder<Repository, Allocator, RiskManager, Statistic>

Returns a MetaPortfolioBuilder instance.

Trait Implementations

impl<Repository: Debug, Allocator: Debug, RiskManager: Debug, Statistic: Debug> Debug for MetaPortfolio<Repository, Allocator, RiskManager, Statistic> where
    Repository: PositionHandler + BalanceHandler + StatisticHandler<Statistic>,
    Allocator: OrderAllocator,
    RiskManager: OrderEvaluator,
    Statistic: Initialiser + PositionSummariser, 

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

Formats the value using the given formatter.

impl<Repository, Allocator, RiskManager, Statistic> FillUpdater for MetaPortfolio<Repository, Allocator, RiskManager, Statistic> where
    Repository: PositionHandler + BalanceHandler + StatisticHandler<Statistic>,
    Allocator: OrderAllocator,
    RiskManager: OrderEvaluator,
    Statistic: Initialiser + PositionSummariser + Serialize, 

fn update_from_fill(
    &mut self,
    fill: &FillEvent
) -> Result<Vec<Event>, PortfolioError>

Updates the Portfolio state using the input FillEvent. The FillEvent triggers a Position entry or exit, and the Portfolio updates key fields such as current_cash and current_value accordingly.

impl<Repository, Allocator, RiskManager, Statistic> MarketUpdater for MetaPortfolio<Repository, Allocator, RiskManager, Statistic> where
    Repository: PositionHandler + BalanceHandler + StatisticHandler<Statistic>,
    Allocator: OrderAllocator,
    RiskManager: OrderEvaluator,
    Statistic: Initialiser + PositionSummariser, 

fn update_from_market(
    &mut self,
    market: &MarketEvent
) -> Result<Option<PositionUpdate>, PortfolioError>

Determines if the Portfolio has an open Position relating to the input MarketEvent. If so it updates it using the market data, and returns a PositionUpdate detailing the changes.

impl<Repository, Allocator, RiskManager, Statistic> OrderGenerator for MetaPortfolio<Repository, Allocator, RiskManager, Statistic> where
    Repository: PositionHandler + BalanceHandler + StatisticHandler<Statistic>,
    Allocator: OrderAllocator,
    RiskManager: OrderEvaluator,
    Statistic: Initialiser + PositionSummariser, 

fn generate_order(
    &mut self,
    signal: &SignalEvent
) -> Result<Option<OrderEvent>, PortfolioError>

May generate an OrderEvent after analysing an input advisory SignalEvent.

fn generate_exit_order(
    &mut self,
    signal: SignalForceExit
) -> Result<Option<OrderEvent>, PortfolioError>

Generates an exit OrderEvent if there is an open [Position] associated with the input SignalForceExit’s [PositionId].

impl<Repository, Allocator, RiskManager, Statistic> PositionHandler for MetaPortfolio<Repository, Allocator, RiskManager, Statistic> where
    Repository: PositionHandler + BalanceHandler + StatisticHandler<Statistic>,
    Allocator: OrderAllocator,
    RiskManager: OrderEvaluator,
    Statistic: Initialiser + PositionSummariser, 

fn set_open_position(
    &mut self,
    position: Position
) -> Result<(), RepositoryError>

Upsert the open Position using it’s PositionId.

fn get_open_position(
    &mut self,
    position_id: &PositionId
) -> Result<Option<Position>, RepositoryError>

Get an open Position using the PositionId provided.

fn get_open_positions<'a, Markets: Iterator<Item = &'a Market>>(
    &mut self,
    _: Uuid,
    markets: Markets
) -> Result<Vec<Position>, RepositoryError>

Get all open Positions associated with a Portfolio.

fn remove_position(
    &mut self,
    position_id: &PositionId
) -> Result<Option<Position>, RepositoryError>

Remove the Position at the PositionId.

fn set_exited_position(
    &mut self,
    _: Uuid,
    position: Position
) -> Result<(), RepositoryError>

Append an exited Position to the Portfolio’s exited position list.

fn get_exited_positions(
    &mut self,
    _: Uuid
) -> Result<Vec<Position>, RepositoryError>

Get every exited Position associated with the engine_id.

impl<Repository, Allocator, RiskManager, Statistic> StatisticHandler<Statistic> for MetaPortfolio<Repository, Allocator, RiskManager, Statistic> where
    Repository: PositionHandler + BalanceHandler + StatisticHandler<Statistic>,
    Allocator: OrderAllocator,
    RiskManager: OrderEvaluator,
    Statistic: Initialiser + PositionSummariser, 

fn set_statistics(
    &mut self,
    market_id: &MarketId,
    statistic: Statistic
) -> Result<(), RepositoryError>

Upsert the market statistics at the MarketId provided.

fn get_statistics(
    &mut self,
    market_id: &MarketId
) -> Result<Statistic, RepositoryError>

Get the market statistics using the MarketId provided.