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NormalOptimizationResult

Struct NormalOptimizationResult 

pub struct NormalOptimizationResult {
    pub optimized_mean: f64,
    pub optimized_sigma: f64,
    pub optimized_variance: f64,
    pub collateral_required: f64,
    pub expected_value: f64,
    pub belief_utilization: f64,
    pub is_budget_sufficient: bool,
    pub budget_surplus: f64,
    pub roi: f64,
}
Expand description

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§optimized_mean: f64

Optimised target μ_g.

§optimized_sigma: f64

Optimised target σ_g.

§optimized_variance: f64

optimized_sigma².

§collateral_required: f64

Collateral required to enter the optimised trade.

§expected_value: f64

Gross expected value under the trader’s belief.

§belief_utilization: f64

Fraction of the intended belief shift the trade expresses (0–1).

§is_budget_sufficient: bool

true iff the optimum sits at the full belief point.

§budget_surplus: f64

budget − collateral_required.

§roi: f64

Net ROI: (EV − collateral) / collateral.

Trait Implementations§

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impl Clone for NormalOptimizationResult

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fn clone(&self) -> NormalOptimizationResult

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for NormalOptimizationResult

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

Formats the value using the given formatter. Read more
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impl PartialEq for NormalOptimizationResult

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fn eq(&self, other: &NormalOptimizationResult) -> bool

Tests for self and other values to be equal, and is used by ==.
1.0.0 (const: unstable) · Source§

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
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impl Copy for NormalOptimizationResult

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impl StructuralPartialEq for NormalOptimizationResult

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.