Struct Trade 

#[non_exhaustive]
pub struct Trade {

    pub side: PositionSide,
    pub entry_timestamp: i64,
    pub exit_timestamp: i64,
    pub entry_price: f64,
    pub exit_price: f64,
    pub quantity: f64,
    pub entry_quantity: f64,
    pub commission: f64,
    pub transaction_tax: f64,
    pub pnl: f64,
    pub return_pct: f64,
    pub dividend_income: f64,
    pub unreinvested_dividends: f64,
    pub entry_signal: Signal,
    pub exit_signal: Signal,
    pub tags: Vec<String>,
    pub is_partial: bool,
    pub scale_sequence: usize,
}

A completed trade (closed position)

Fields (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

Trade direction

entry_timestamp: i64

Entry timestamp

exit_timestamp: i64

Exit timestamp

entry_price: f64

Entry price

exit_price: f64

Exit price

quantity: f64

Number of shares/units at exit

entry_quantity: f64

Number of shares/units at entry

commission: f64

Total commission paid (entry + exit).

transaction_tax: f64

Total transaction tax paid (entry + exit).

Non-zero only when BacktestConfig::transaction_tax_pct is set. Deducted from P&L along with commission.

pnl: f64

Realized P&L (after commission and transaction tax, including any unreinvested dividend income)

return_pct: f64

Return as percentage

dividend_income: f64

Dividend income received while this position was open

unreinvested_dividends: f64

Dividend income that was NOT reinvested (i.e. remains as cash). Used internally for correct cash-accounting.

entry_signal: Signal

Signal that triggered entry

exit_signal: Signal

Signal that triggered exit

tags: Vec<String>

Tags inherited from the entry signal for subgroup analysis.

Populated automatically from Signal::tags when the position closes. Query via BacktestResult::trades_by_tag and metrics_by_tag.

Placed last so that JSON field order is consistent with Signal::tags (both appear after all other fields).

is_partial: bool

true when this trade represents a partial close of a position (generated by Position::partial_close / a ScaleOut signal).

false for full position closes and for the final close of a scaled position.

scale_sequence: usize

Zero-based sequence number among the partial closes of this position.

For the first ScaleOut on a given position this is 0, the second is 1, etc. Always 0 for non-partial trades.

Implementations

impl Trade

pub fn is_profitable(&self) -> bool

Check if trade was profitable

pub fn is_loss(&self) -> bool

Check if trade was a loss

pub fn is_long(&self) -> bool

Check if this was a long trade

pub fn is_short(&self) -> bool

Check if this was a short trade

pub fn duration_secs(&self) -> i64

Get trade duration in seconds

pub fn entry_value(&self) -> f64

Get entry value (cost basis)

pub fn exit_value(&self) -> f64

Get exit value

Trait Implementations

impl Clone for Trade

fn clone(&self) -> Trade

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Trade

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Trade

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for Trade

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

where __S: Serializer,

Serialize this value into the given Serde serializer.