Struct PositionConstraints 

pub struct PositionConstraints {
    pub min_range_width: Decimal,
    pub max_range_width: Decimal,
    pub min_capital: Decimal,
    pub max_capital: Decimal,
    pub max_il_threshold: Decimal,
    pub min_time_in_range: Decimal,
    pub max_tx_cost_ratio: Decimal,
}

Constraints for position optimization.

Fields

min_range_width: Decimal

Minimum range width as a percentage (e.g., 0.01 = 1%).

max_range_width: Decimal

Maximum range width as a percentage (e.g., 0.50 = 50%).

min_capital: Decimal

Minimum capital to deploy.

max_capital: Decimal

Maximum capital to deploy.

max_il_threshold: Decimal

Maximum acceptable IL as a percentage.

min_time_in_range: Decimal

Minimum time in range percentage.

max_tx_cost_ratio: Decimal

Maximum transaction cost as percentage of capital.

Implementations

impl PositionConstraints

pub fn new() -> Self

Creates new constraints with custom values.

pub fn with_min_range_width(self, width: Decimal) -> Self

Sets the minimum range width.

pub fn with_max_range_width(self, width: Decimal) -> Self

Sets the maximum range width.

pub fn with_capital_bounds(self, min: Decimal, max: Decimal) -> Self

Sets the capital bounds.

pub fn with_max_il(self, max_il: Decimal) -> Self

Sets the maximum IL threshold.

pub fn with_min_time_in_range(self, min_time: Decimal) -> Self

Sets the minimum time in range.

pub fn is_valid_range_width(&self, width: Decimal) -> bool

Checks if a range width is valid.

pub fn is_valid_capital(&self, capital: Decimal) -> bool

Checks if capital is within bounds.

pub fn is_acceptable_il(&self, il: Decimal) -> bool

Checks if IL is acceptable.

pub fn meets_time_in_range(&self, time_in_range: Decimal) -> bool

Checks if time in range meets minimum.

Trait Implementations

impl Clone for PositionConstraints

fn clone(&self) -> PositionConstraints

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PositionConstraints

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

Formats the value using the given formatter.

impl Default for PositionConstraints

fn default() -> Self

Returns the “default value” for a type.