Struct VolatilityLimitRule 

pub struct VolatilityLimitRule {
    pub threshold_pct: Decimal,
    pub window: usize,
    /* private fields */
}

Triggers a breach when the rolling volatility of equity returns exceeds a threshold.

Volatility is measured as the standard deviation of the last window equity updates (as percentage returns). When vol_pct > threshold_pct, a breach fires.

Fields

threshold_pct: Decimal

Maximum allowable equity-return volatility in percent (e.g. dec!(2) = 2%).

window: usize

Number of equity samples used to compute volatility.

Implementations

impl VolatilityLimitRule

pub fn new(threshold_pct: Decimal, window: usize) -> Self

Constructs a new VolatilityLimitRule.

window must be ≥ 2.

Trait Implementations

impl RiskRule for VolatilityLimitRule

fn name(&self) -> &str

Returns the rule’s name.

fn check(&self, equity: Decimal, _drawdown_pct: Decimal) -> Option<RiskBreach>

Returns Some(RiskBreach) if the rule is violated, or None if compliant.