Struct Trade

Source

#[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 commission: f64,
    pub pnl: f64,
    pub return_pct: f64,
    pub entry_signal: Signal,
    pub exit_signal: Signal,
}

Expand description

A completed trade (closed 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

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

§commission: f64

Total commission (entry + exit)

§pnl: f64

Realized P&L (after commission)

§return_pct: f64

Return as percentage

§entry_signal: Signal

Signal that triggered entry

§exit_signal: Signal

Signal that triggered exit

Struct Trade Copy item path

Fields (Non-exhaustive)§

Implementations§

impl Trade

pub fn is_profitable(&self) -> bool

pub fn is_loss(&self) -> bool

pub fn is_long(&self) -> bool

pub fn is_short(&self) -> bool

pub fn duration_secs(&self) -> i64

pub fn entry_value(&self) -> f64

pub fn exit_value(&self) -> f64

Trait Implementations§

impl Clone for Trade

fn clone(&self) -> Trade

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

impl Debug for Trade

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

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

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where __D: Deserializer<'de>,

impl Serialize for Trade

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

Auto Trait Implementations§

impl Freeze for Trade

impl RefUnwindSafe for Trade

impl Send for Trade

impl Sync for Trade

impl Unpin for Trade

impl UnsafeUnpin for Trade

impl UnwindSafe for Trade

Blanket Implementations§

impl<T> Any for Twhere T: 'static + ?Sized,

fn type_id(&self) -> TypeId

impl<T> Borrow<T> for Twhere T: ?Sized,

fn borrow(&self) -> &T

impl<T> BorrowMut<T> for Twhere T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

impl<T> CloneToUninit for Twhere T: Clone,

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

impl<T> DynClone for Twhere T: Clone,

fn __clone_box(&self, _: Private) -> *mut ()

impl<T> From<T> for T

fn from(t: T) -> T

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

fn in_current_span(self) -> Instrumented<Self>

impl<T, U> Into<U> for Twhere U: From<T>,

fn into(self) -> U

impl<T> IntoEither for T

fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘwhere F: FnOnce(&Self) -> bool,

impl<T> Key for Twhere T: Clone,

fn align() -> usize

fn size(&self) -> usize

unsafe fn init(&self, ptr: *mut u8)

unsafe fn get<'a>(ptr: *const u8) -> &'a T

unsafe fn drop_in_place(ptr: *mut u8)

impl<T> Pointable for T

const ALIGN: usize

type Init = T

unsafe fn init(init: <T as Pointable>::Init) -> usize

unsafe fn deref<'a>(ptr: usize) -> &'a T

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

unsafe fn drop(ptr: usize)

impl<T> PolicyExt for Twhere T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>where T: Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>where T: Policy<B, E>, P: Policy<B, E>,

impl<T> Same for T

type Output = T

impl<T> ToOwned for Twhere T: Clone,

type Owned = T

fn to_owned(&self) -> T

fn clone_into(&self, target: &mut T)

impl<T, U> TryFrom<U> for Twhere U: Into<T>,

type Error = Infallible

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

impl<T, U> TryInto<U> for Twhere U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

impl<V, T> VZip<V> for Twhere V: MultiLane<T>,

fn vzip(self) -> V

Struct Trade

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

impl<T> Any for T
where T: 'static + ?Sized,

impl<T> Borrow<T> for T
where T: ?Sized,

impl<T> BorrowMut<T> for T
where T: ?Sized,

impl<T> CloneToUninit for T
where T: Clone,

impl<T> DynClone for T
where T: Clone,

impl<T, U> Into<U> for T
where U: From<T>,

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
where F: FnOnce(&Self) -> bool,

impl<T> Key for T
where T: Clone,

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

impl<T> ToOwned for T
where T: Clone,

impl<T, U> TryFrom<U> for T
where U: Into<T>,

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,