Struct InitialRiskPositionSizer 

pub struct InitialRiskPositionSizer {
    pub initial_risk: f64,
    pub max_target_pct: f64,
}

Rich-Metadata-Aware Position Sizer (n1yc.1). Inspired by QF-Lib InitialRiskPositionSizer + Signal.fraction_at_risk. Supports PA structs via “pole_height_atr” or explicit “fraction_at_risk” in StrategySignal.metadata (populated by 06sz PAEvent integration and feature extractors).

Fields

initial_risk: f64

Risk per trade as fraction of current equity (e.g. 0.01 for 1%).

max_target_pct: f64

Cap on target % of equity (e.g. 0.25).

Implementations

impl InitialRiskPositionSizer

pub fn compute_sized_exposure( &self, raw_exposure: f64, meta: &Option<HashMap<String, f64>>, price: f64, equity: f64, ) -> f64

Given raw signal exposure (or suggested) + rich metadata from PA/ features, return the risk-budgeted target exposure in units. Uses current equity and price for conversion.

Trait Implementations

impl Clone for InitialRiskPositionSizer

fn clone(&self) -> InitialRiskPositionSizer

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for InitialRiskPositionSizer

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

Formats the value using the given formatter.

impl Default for InitialRiskPositionSizer

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for InitialRiskPositionSizer

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for InitialRiskPositionSizer

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

where __S: Serializer,

Serialize this value into the given Serde serializer.