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PercentileStats

finance_query::backtesting::monte_carlo

Struct PercentileStats 

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#[non_exhaustive]
pub struct PercentileStats {
    pub p5: f64,
    pub p25: f64,
    pub p50: f64,
    pub p75: f64,
    pub p95: f64,
    pub mean: f64,
}
Expand description

Percentile summary over the Monte Carlo simulations for a single metric.

Fields (Non-exhaustive)§

This struct is marked as non-exhaustive
Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.
§p5: f64

5th percentile (worst-case tail)

§p25: f64

25th percentile (lower quartile)

§p50: f64

50th percentile (median)

§p75: f64

75th percentile (upper quartile)

§p95: f64

95th percentile (best-case tail)

§mean: f64

Mean across all simulations

Trait Implementations§

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impl Clone for PercentileStats

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fn clone(&self) -> PercentileStats

Returns a duplicate of the value. Read more
1.0.0 · Source§

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

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

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for PercentileStats

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for PercentileStats

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

Serialize this value into the given Serde serializer. Read more

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🔬This is a nightly-only experimental API. (clone_to_uninit)
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