Struct TrajectoryStep 

pub struct TrajectoryStep {
    pub step: usize,
    pub inventory: f64,
    pub trade_size: f64,
    pub impact_cost: f64,
}

A single step in the optimal execution trajectory.

Fields

step: usize

Time step index (0 = now, N = horizon end).

inventory: f64

Remaining inventory at this step (shares not yet traded).

trade_size: f64

Shares traded during this step (trade_size = inventory[t] - inventory[t+1]).

impact_cost: f64

Expected instantaneous market impact cost of this step’s trade.

Trait Implementations

impl Clone for TrajectoryStep

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for TrajectoryStep

impl Debug for TrajectoryStep

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for TrajectoryStep

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for TrajectoryStep

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

where __S: Serializer,

Serialize this value into the given Serde serializer.