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MaxDrawdownRule

fin_primitives::risk

Struct MaxDrawdownRule 

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pub struct MaxDrawdownRule {
    pub threshold_pct: Decimal,
}
Expand description

Triggers a breach when drawdown exceeds a threshold percentage.

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§threshold_pct: Decimal

The maximum allowed drawdown percentage (e.g., dec!(10) = 10%).

Trait Implementations§

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impl RiskRule for MaxDrawdownRule

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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
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fn type_id(&self) -> TypeId

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fn borrow(&self) -> &T

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

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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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fn into(self) -> U

Calls U::from(self).

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type Error = Infallible

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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.