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GreeksAttribution

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Struct GreeksAttribution 

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pub struct GreeksAttribution {
    pub step: u32,
    pub ts_ns: i64,
    pub theta_pnl_cents: i64,
    pub delta_pnl_cents: i64,
    pub vega_pnl_cents: i64,
    pub spread_capture_cents: i64,
    pub fees_cents: u64,
    pub residual_cents: i64,
}
Expand description

greeks_attribution.parquet — one row per step; sort key step. The terms sum exactly (integer cents) to the step’s mark-to-market P&L (step_pnl, the equity delta — not a realised-only figure) (docs/04-replay-mode.md §2.2, §2.3).

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§step: u32

The engine step.

§ts_ns: i64

Event time — nanoseconds since the Unix epoch, UTC.

§theta_pnl_cents: i64

Theta P&L contribution in integer cents — signed.

§delta_pnl_cents: i64

Delta P&L contribution in integer cents — signed.

§vega_pnl_cents: i64

Vega P&L contribution in integer cents — signed.

§spread_capture_cents: i64

Spread capture in integer cents — signed, positive = favourable; = −Σ slippage of the step (docs/04-replay-mode.md §2.3).

§fees_cents: u64

Fees in integer cents — always >= 0, subtracted.

§residual_cents: i64

Exact remainder in integer cents — signed; = step_pnl − Σ other terms (docs/04-replay-mode.md §2.3).

Trait Implementations§

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impl Clone for GreeksAttribution

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fn clone(&self) -> GreeksAttribution

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
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impl Debug for GreeksAttribution

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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<'de> Deserialize<'de> for GreeksAttribution

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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 Eq for GreeksAttribution

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impl PartialEq for GreeksAttribution

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

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more
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impl Serialize for GreeksAttribution

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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 GreeksAttribution

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