Skip to main content

ParameterOptimizationResult

clmm_lp_optimization::parameter_optimizer

Struct ParameterOptimizationResult

pub struct ParameterOptimizationResult {
    pub threshold_params: Option<ThresholdParams>,
    pub periodic_params: Option<PeriodicParams>,
    pub il_limit_params: Option<ILLimitParams>,
    pub expected_fees: Decimal,
    pub expected_il: Decimal,
    pub expected_net_pnl: Decimal,
    pub expected_rebalances: u32,
    pub score: Decimal,
}

Expand description

Result of parameter optimization.

Fields§

§threshold_params: Option<ThresholdParams>

Best threshold parameters found.

§periodic_params: Option<PeriodicParams>

Best periodic parameters found.

§il_limit_params: Option<ILLimitParams>

Best IL limit parameters found.

§expected_fees: Decimal

Expected performance metrics.

§expected_il: Decimal

Expected IL.

§expected_net_pnl: Decimal

Expected net PnL.

§expected_rebalances: u32

Number of expected rebalances.

§score: Decimal

Score from objective function.

Trait Implementations§

impl Clone for ParameterOptimizationResult

fn clone(&self) -> ParameterOptimizationResult

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 ParameterOptimizationResult

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

impl Freeze for ParameterOptimizationResult

impl RefUnwindSafe for ParameterOptimizationResult

impl Send for ParameterOptimizationResult

impl Sync for ParameterOptimizationResult

impl Unpin for ParameterOptimizationResult

impl UnsafeUnpin for ParameterOptimizationResult

impl UnwindSafe for ParameterOptimizationResult

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<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
where ST: ?Sized, DT: ?Sized,

impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
where ST: ?Sized, DT: ?Sized,

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> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

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> Read<Exclusive, BecauseExclusive> for T
where T: ?Sized,

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 = !

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, !>

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<V, T> VZip<V> for T
where V: MultiLane<T>,

fn vzip(self) -> V