Struct PricePathSolution 

pub struct PricePathSolution { /* private fields */ }

Full analysis of an ordered price path.

Create with price_path_solution.

Examples

use finance_solution::*;

let prices = [100.0, 110.0, 105.0, 120.0];
let opts = PricePathOptions::new(12.0).with_years(3.0 / 12.0);
let path = price_path_solution(&prices, opts).unwrap();

assert!(path.total_return() > 0.0);
assert_approx_equal!(path.max_drawdown(), max_drawdown(&prices).unwrap());

let series = path.series();
assert_eq!(series.len(), prices.len() - 1);
series.print_table();

Sample series().print_table() (default formatting; columns match the live table):

period  price_start  price_end  simple_return  log_return  wealth_index  drawdown  roll_max_dd
------  -----------  ---------  -------------  ----------  ------------  --------  -----------
     1     100.0000   110.0000       0.100000    0.095310        1.1000  0.000000     0.000000
     2     110.0000   105.0000      -0.045455   -0.046520        1.0500  0.045455     0.045455
     3     105.0000   120.0000       0.142857    0.133531        1.2000  0.000000     0.045455

Paths with only two prices still work for total return / CAGR / drawdown; sample volatility / Sharpe / Sortino are None until there are at least two period returns (three prices) and, for Sortino, at least one return below the target.

Implementations

impl PricePathSolution

pub fn prices(&self) -> &[f64]

pub fn options(&self) -> &PricePathOptions

pub fn n_prices(&self) -> usize

pub fn n_returns(&self) -> usize

pub fn years(&self) -> f64

Years used for CAGR.

pub fn total_return(&self) -> f64

pub fn cagr(&self) -> f64

pub fn mean_return(&self) -> Option<f64>

None if fewer than one return (should not happen for valid paths).

pub fn volatility(&self) -> Option<f64>

None if fewer than two returns (sample vol undefined).

pub fn volatility_annualized(&self) -> Option<f64>

None if sample volatility is undefined.

pub fn sharpe_ratio(&self) -> Option<f64>

None if volatility undefined or zero.

pub fn sortino_ratio(&self) -> Option<f64>

None if no downside observations vs target (or vol path too short).

pub fn max_drawdown(&self) -> f64

pub fn formula(&self) -> &str

pub fn symbolic_formula(&self) -> &str

pub fn simple_returns(&self) -> FinanceResult<Vec<f64>>

Simple returns along the path.

pub fn log_returns(&self) -> FinanceResult<Vec<f64>>

Log returns along the path.

pub fn series(&self) -> PricePathSeries

Period-by-period detail (length n_prices - 1).

pub fn print_summary(&self)

Summary metrics as a small table (not the period series).

Optional stats (vol / Sharpe / Sortino) print as n/a when undefined — e.g. fewer than two period returns, or no downside observations for Sortino.

Examples

use finance_solution::*;

let path = price_path_solution(&[100.0, 110.0, 105.0], PricePathOptions::default()).unwrap();
path.print_summary();

// Two prices: total return works; sample vol is n/a (only one return).
let short = price_path_solution(&[100.0, 110.0], PricePathOptions::default()).unwrap();
assert!(short.volatility().is_none());
short.print_summary(); // must not panic

Sample output (three+ prices, with vol):

        metric    value
--------------  -------
      n_prices       10
         years   0.8333
  total_return   0.2500
          cagr   0.3070
   mean_return   0.0261
    volatility   0.0477
volatility_ann   0.1653
        sharpe   0.5469
       sortino   1.7235
  max_drawdown   0.0278

pub fn print_summary_locale(&self, locale: &Locale, precision: usize)

Locale-aware print_summary.

pub fn print_table(&self)

Alias: print period series table with running wealth/drawdown columns.

Trait Implementations

impl Clone for PricePathSolution

fn clone(&self) -> PricePathSolution

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PricePathSolution

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

Formats the value using the given formatter.