Struct VerticalEntryRules

Source

pub struct VerticalEntryRules {Show 14 fields
    pub type: String,
    pub dte_min: u32,
    pub dte_max: u32,
    pub min_credit: f64,
    pub max_width: f64,
    pub short_delta_min: f64,
    pub short_delta_max: f64,
    pub min_pop_pct: Option<f64>,
    pub min_distance_to_be_pct: Option<f64>,
    pub min_credit_to_width_pct: Option<f64>,
    pub reject_short_inside_1sigma: bool,
    pub min_iv_rv_ratio: Option<f64>,
    pub max_open_positions: u32,
    pub max_contracts_per_trade: u32,
}

Fields§

§type: String§dte_min: u32§dte_max: u32§min_credit: f64§max_width: f64§short_delta_min: f64§short_delta_max: f64§min_pop_pct: Option<f64>

Minimum modeled POP vs break-even (percent). Omit to skip.

§min_distance_to_be_pct: Option<f64>

Minimum spot cushion above (puts) or below (calls) break-even as % of spot.

§min_credit_to_width_pct: Option<f64>

Minimum credit / width ratio (percent). Defaults to 12.5 when omitted.

§reject_short_inside_1sigma: bool

Reject candidates whose short strike sits inside the 1σ expected move. Entry-only (unlike exit_rules.thesis.exit_short_inside_1sigma). Prefer with farther OTM deltas (~0.10–0.16) so some strikes still clear the gate. When enabled and chain IV is missing, the gate fails closed (rejects).

§min_iv_rv_ratio: Option<f64>

Minimum chain IV / realized-vol ratio. Omit to skip. When set, missing IV or RV fails closed (rejects). Typical starting value: 1.15.

§max_open_positions: u32§max_contracts_per_trade: u32

VerticalEntryRules

Struct VerticalEntryRules Copy item path

Fields§

Trait Implementations§

impl Clone for VerticalEntryRules

fn clone(&self) -> VerticalEntryRules

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

impl Debug for VerticalEntryRules

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

impl Default for VerticalEntryRules

fn default() -> Self

impl<'de> Deserialize<'de> for VerticalEntryRuleswhere VerticalEntryRules: Default,

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

impl Serialize for VerticalEntryRules

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

Auto Trait Implementations§

impl Freeze for VerticalEntryRules

impl RefUnwindSafe for VerticalEntryRules

impl Send for VerticalEntryRules

impl Sync for VerticalEntryRules

impl Unpin for VerticalEntryRules

impl UnsafeUnpin for VerticalEntryRules

impl UnwindSafe for VerticalEntryRules

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> DeserializeOwned for Twhere T: for<'de> Deserialize<'de>,

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> PolicyExt for Twhere T: ?Sized,

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

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

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<T> WithSubscriber for T

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

fn with_current_subscriber(self) -> WithDispatch<Self>

Struct VerticalEntryRules

impl<'de> Deserialize<'de> for VerticalEntryRules
where VerticalEntryRules: Default,

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

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> PolicyExt for T
where T: ?Sized,

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

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

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