Struct StopLoss 

pub struct StopLoss {
    pub pct: f64,
}

Condition: position P/L is at or below the stop-loss threshold.

Execution Model

This condition evaluates at bar close: it fires when the closing price implies a loss ≥ pct. The resulting exit signal is deferred to the next bar’s open (identical to all strategy-signal exits).

For intrabar detection (fill same bar at min(open, stop_level)), use [BacktestConfig::stop_loss_pct] instead. A −10% intraday move that closes at −3% will be caught by the config field but missed by this condition.

Example

use finance_query::backtesting::condition::*;

let exit = stop_loss(0.05); // Exit if loss >= 5% at bar close

Fields

pct: f64

Stop-loss percentage (e.g., 0.05 for 5%)

Implementations

impl StopLoss

pub fn new(pct: f64) -> Self

Create a new stop-loss condition.

Arguments

• pct - Stop-loss percentage (e.g., 0.05 for 5%)

Trait Implementations

impl Clone for StopLoss

fn clone(&self) -> StopLoss

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Condition for StopLoss

fn evaluate(&self, ctx: &StrategyContext<'_>) -> bool

Evaluate the condition with the current strategy context.

fn required_indicators(&self) -> Vec<(String, Indicator)>

Get the indicators required by this condition.

fn description(&self) -> String

Get a human-readable description of this condition.

fn htf_requirements(&self) -> Vec<HtfIndicatorSpec>

Get any higher-timeframe indicators required by this condition.

fn and<C: Condition>(self, other: C) -> And<Self, C>

where Self: Sized,

Combine this condition with another using AND logic.

fn or<C: Condition>(self, other: C) -> Or<Self, C>

where Self: Sized,

Combine this condition with another using OR logic.

fn not(self) -> Not<Self>

where Self: Sized,

Negate this condition.

impl Debug for StopLoss

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

Formats the value using the given formatter.

impl Copy for StopLoss