Struct TradingSummaryGenerator 

pub struct TradingSummaryGenerator {
    pub risk_free_return: Decimal,
    pub time_engine_start: DateTime<Utc>,
    pub time_engine_now: DateTime<Utc>,
    pub instruments: FnvIndexMap<InstrumentNameInternal, TearSheetGenerator>,
    pub assets: FnvIndexMap<ExchangeAsset<AssetNameInternal>, TearSheetAssetGenerator>,
}

Generator for a TradingSummary.

Fields

risk_free_return: Decimal

Theoretical rate of return of an investment with zero risk.

See docs: https://www.investopedia.com/terms/r/risk-freerate.asp

time_engine_start: DateTime<Utc>

Trading session summary start time defined by the Engine clock.

time_engine_now: DateTime<Utc>

Trading session summary most recent update time defined by the Engine clock.

instruments: FnvIndexMap<InstrumentNameInternal, TearSheetGenerator>

Instrument TearSheetGenerators.

Note that an Instrument is unique to an exchange, so, for example, Binance btc_usdt_spot and Okx btc_usdt_spot will be summarised by distinct TearSheets.

assets: FnvIndexMap<ExchangeAsset<AssetNameInternal>, TearSheetAssetGenerator>

ExchangeAsset TearSheetAssetGenerators.

Implementations

impl TradingSummaryGenerator

pub const fn new( risk_free_return: Decimal, time_engine_start: DateTime<Utc>, time_engine_now: DateTime<Utc>, instruments: FnvIndexMap<InstrumentNameInternal, TearSheetGenerator>, assets: FnvIndexMap<ExchangeAsset<AssetNameInternal>, TearSheetAssetGenerator>, ) -> TradingSummaryGenerator

impl TradingSummaryGenerator

pub fn init<InstrumentData>( risk_free_return: Decimal, time_engine_start: DateTime<Utc>, time_engine_now: DateTime<Utc>, instruments: &InstrumentStates<InstrumentData>, assets: &AssetStates, ) -> Self

Initialise a TradingSummaryGenerator from a risk_free_return value, and initial indexed state.

pub fn update_time_now(&mut self, time_now: DateTime<Utc>)

Update the TradingSummaryGenerator time_now.

pub fn update_from_position<AssetKey, InstrumentKey>( &mut self, position: &PositionExited<AssetKey, InstrumentKey>, )

where Self: InstrumentTearSheetManager<InstrumentKey>,

Update the TradingSummaryGenerator from the next PositionExited.

pub fn update_from_balance<AssetKey>( &mut self, balance: Snapshot<&AssetBalance<AssetKey>>, )

where Self: AssetTearSheetManager<AssetKey>,

Update the TradingSummaryGenerator from the next Snapshot AssetBalance.

pub fn generate<Interval>( &mut self, interval: Interval, ) -> TradingSummary<Interval>

where Interval: TimeInterval,

Generate the latest TradingSummary at the specific TimeInterval.

For example, pass Annual365 to generate a crypto-centric (24/7 trading) annualised TradingSummary.

Trait Implementations

impl AssetTearSheetManager<AssetIndex> for TradingSummaryGenerator

fn asset(&self, key: &AssetIndex) -> &TearSheetAssetGenerator

fn asset_mut(&mut self, key: &AssetIndex) -> &mut TearSheetAssetGenerator

impl AssetTearSheetManager<ExchangeAsset<AssetNameInternal>> for TradingSummaryGenerator

fn asset( &self, key: &ExchangeAsset<AssetNameInternal>, ) -> &TearSheetAssetGenerator

fn asset_mut( &mut self, key: &ExchangeAsset<AssetNameInternal>, ) -> &mut TearSheetAssetGenerator

impl Clone for TradingSummaryGenerator

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for TradingSummaryGenerator

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for TradingSummaryGenerator

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl InstrumentTearSheetManager<InstrumentIndex> for TradingSummaryGenerator

fn instrument(&self, key: &InstrumentIndex) -> &TearSheetGenerator

fn instrument_mut(&mut self, key: &InstrumentIndex) -> &mut TearSheetGenerator

impl InstrumentTearSheetManager<InstrumentNameInternal> for TradingSummaryGenerator

fn instrument(&self, key: &InstrumentNameInternal) -> &TearSheetGenerator

fn instrument_mut( &mut self, key: &InstrumentNameInternal, ) -> &mut TearSheetGenerator

impl PartialEq for TradingSummaryGenerator

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for TradingSummaryGenerator

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 TradingSummaryGenerator