Enum OptimizeMetric 

#[non_exhaustive]
pub enum OptimizeMetric {
    TotalReturn,
    SharpeRatio,
    SortinoRatio,
    CalmarRatio,
    ProfitFactor,
    WinRate,
    MinDrawdown,
}

Which performance metric to optimise for.

All metrics are maximised internally; MinDrawdown is negated so that a smaller drawdown produces a higher score.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

TotalReturn

Maximise total return percentage

SharpeRatio

Maximise Sharpe ratio (risk-adjusted, uses risk_free_rate from config)

SortinoRatio

Maximise Sortino ratio

CalmarRatio

Maximise Calmar ratio

ProfitFactor

Maximise profit factor (gross profit / gross loss)

WinRate

Maximise win rate

MinDrawdown

Minimise maximum drawdown (negated internally — lower drawdown = higher score)

Trait Implementations

impl Clone for OptimizeMetric

fn clone(&self) -> OptimizeMetric

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OptimizeMetric

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OptimizeMetric

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for OptimizeMetric

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for OptimizeMetric

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Copy for OptimizeMetric

impl Eq for OptimizeMetric

impl StructuralPartialEq for OptimizeMetric