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Position

finance_query::backtesting

Struct Position 

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#[non_exhaustive]
pub struct Position {
    pub side: PositionSide,
    pub entry_timestamp: i64,
    pub entry_price: f64,
    pub quantity: f64,
    pub entry_commission: f64,
    pub entry_signal: Signal,
}
Expand description

An open position

Fields (Non-exhaustive)§

This struct is marked as non-exhaustive
Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.
§side: PositionSide

Position direction

§entry_timestamp: i64

Entry timestamp

§entry_price: f64

Entry price (after slippage)

§quantity: f64

Number of shares/units

§entry_commission: f64

Entry commission paid

§entry_signal: Signal

Signal that triggered entry

Implementations§

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impl Position

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pub fn new( side: PositionSide, entry_timestamp: i64, entry_price: f64, quantity: f64, entry_commission: f64, entry_signal: Signal, ) -> Self

Create a new position

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pub fn current_value(&self, current_price: f64) -> f64

Calculate current value at given price

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pub fn unrealized_pnl(&self, current_price: f64) -> f64

Calculate unrealized P&L at given price (before exit commission)

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pub fn unrealized_return_pct(&self, current_price: f64) -> f64

Calculate unrealized return percentage

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pub fn is_profitable(&self, current_price: f64) -> bool

Check if position is profitable at given price

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pub fn is_long(&self) -> bool

Check if this is a long position

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pub fn is_short(&self) -> bool

Check if this is a short position

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pub fn close( self, exit_timestamp: i64, exit_price: f64, exit_commission: f64, exit_signal: Signal, ) -> Trade

Close this position and create a Trade

Trait Implementations§

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impl Clone for Position

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fn clone(&self) -> Position

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for Position

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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 Position

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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 Serialize for Position

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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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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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