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PortfolioData

finalytics::analytics::performance

Struct PortfolioData 

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pub struct PortfolioData {
    pub ticker_symbols: Vec<String>,
    pub benchmark_symbol: Option<String>,
    pub start_date: String,
    pub end_date: String,
    pub interval: IntervalDays,
    pub dates_array: Vec<String>,
    pub confidence_level: f64,
    pub risk_free_rate: f64,
    pub portfolio_returns: DataFrame,
    pub benchmark_returns: Option<Series>,
}
Expand description

Pre-computed data shared between optimization and performance analysis.

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§ticker_symbols: Vec<String>§benchmark_symbol: Option<String>§start_date: String§end_date: String§interval: IntervalDays§dates_array: Vec<String>§confidence_level: f64§risk_free_rate: f64§portfolio_returns: DataFrame

Asset returns DataFrame (no timestamp column).

§benchmark_returns: Option<Series>

Benchmark return series (None when no benchmark is configured).

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impl PortfolioData

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pub fn native_frequency(&self) -> ReturnsFrequency

The native (base) frequency of the data.

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pub fn available_frequencies(&self) -> Vec<ReturnsFrequency>

All frequencies available for resampling (native + coarser).

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pub fn applicable_periods(&self) -> Vec<PerformancePeriod>

Which trailing-window periods are applicable for this data range. Uses the actual first/last trading dates from the data rather than the user-requested start/end dates, so that the set of periods is consistent with what compute_periodic_stats_per_asset actually computes.

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impl Clone for PortfolioData

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fn clone(&self) -> PortfolioData

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

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

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

Formats the value using the given formatter. Read more

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