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MaxConsecutiveLossRule

Struct MaxConsecutiveLossRule 

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pub struct MaxConsecutiveLossRule {
    pub max_consecutive: usize,
    /* private fields */
}
Expand description

Triggers a breach when equity has declined for max_consecutive consecutive updates.

Each call to RiskMonitor::update where equity is lower than the previous update counts as a loss. When the streak reaches max_consecutive, a breach is returned for every subsequent declining update until the streak resets.

Because this rule must track state across calls, it holds a mutable counter internally using std::cell::Cell.

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§max_consecutive: usize

Maximum number of consecutive declining equity updates before breach.

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impl MaxConsecutiveLossRule

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pub fn new(max_consecutive: usize) -> Self

Constructs a new MaxConsecutiveLossRule.

Trait Implementations§

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impl RiskRule for MaxConsecutiveLossRule

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fn name(&self) -> &str

Returns the rule’s name.
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fn check(&self, equity: Decimal, _drawdown_pct: Decimal) -> Option<RiskBreach>

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

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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

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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> 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, U> TryFrom<U> for 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.