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PerformanceMetrics

bot_engine::performance_metrics

Struct PerformanceMetrics

pub struct PerformanceMetrics {Show 14 fields
    pub period_return_pct: Option<f64>,
    pub apr_pct: Option<f64>,
    pub sharpe: Option<f64>,
    pub max_drawdown_pct: Option<f64>,
    pub max_drawdown_usdc: String,
    pub win_rate_pct: Option<f64>,
    pub closed_trade_count: usize,
    pub winning_trade_count: usize,
    pub losing_trade_count: usize,
    pub fill_count: usize,
    pub total_fees: String,
    pub total_volume: String,
    pub net_pnl: String,
    pub fee_drag_pct: Option<f64>,
}

Expand description

Calculated performance metrics.

Fields§

§period_return_pct: Option<f64>

Return over the measured period.

§apr_pct: Option<f64>

Annualized percentage return.

§sharpe: Option<f64>

Simplified Sharpe ratio from equity returns.

§max_drawdown_pct: Option<f64>

Maximum drawdown as a percentage.

§max_drawdown_usdc: String

Maximum drawdown in USDC as a decimal string.

§win_rate_pct: Option<f64>

Percentage of closed trades with positive net PnL.

§closed_trade_count: usize

Number of reconstructed closed trades.

§winning_trade_count: usize

Number of winning closed trades.

§losing_trade_count: usize

Number of losing closed trades.

§fill_count: usize

Number of fills included.

§total_fees: String

Total fees as a decimal string.

§total_volume: String

Total traded volume as a decimal string.

§net_pnl: String

Net PnL as a decimal string.

§fee_drag_pct: Option<f64>

Fees divided by total volume.

Trait Implementations§

impl Clone for PerformanceMetrics

fn clone(&self) -> PerformanceMetrics

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more

impl Debug for PerformanceMetrics

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for PerformanceMetrics

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

Deserialize this value from the given Serde deserializer. Read more

impl Serialize for PerformanceMetrics

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

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

impl Freeze for PerformanceMetrics

impl RefUnwindSafe for PerformanceMetrics

impl Send for PerformanceMetrics

impl Sync for PerformanceMetrics

impl Unpin for PerformanceMetrics

impl UnsafeUnpin for PerformanceMetrics

impl UnwindSafe for PerformanceMetrics

Blanket Implementations§

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

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more

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

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

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

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

fn __clone_box(&self, _: Private) -> *mut ()

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

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

fn into(self) -> U

Calls U::from(self).

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

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow only if self and other return Action::Follow. Read more

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow if either self or other returns Action::Follow. Read more

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

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

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

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more