Enum PositionSizing 

#[non_exhaustive]
pub enum PositionSizing {
    FixedFraction,
    Atr {
        risk_pct: f64,
        atr_period: usize,
        atr_multiple: f64,
    },
    VolatilityTarget {
        target_vol_pct: f64,
        lookback: usize,
    },
    FractionalKelly {
        kelly_fraction: f64,
        lookback_trades: usize,
    },
}

How an entry’s size is derived from available equity.

Every scheme targets a fraction of equity clamped to the risk budget (BacktestConfig::position_size_pct, raised by BacktestConfig::max_leverage when levered), and falls back to that budget when its inputs are unavailable.

Scale-in signals carry an explicit fraction of their own and are not sized by the active scheme.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

FixedFraction

Commit BacktestConfig::position_size_pct of equity on every entry.

Atr

Risk a fixed fraction of equity across an ATR-derived stop distance.

Wider ranges produce smaller positions, holding currency risk per trade roughly constant.

Fields

risk_pct: f64

Fraction of equity to risk if price moves atr_multiple ATRs against the entry (0.0 - 1.0).

atr_period: usize

Lookback period for the ATR computation.

atr_multiple: f64

Stop distance as a multiple of ATR.

VolatilityTarget

Scale exposure inversely to realized volatility.

Fields

target_vol_pct: f64

Target per-bar volatility contribution as a fraction (0.01 = 1%).

lookback: usize

Trailing bars used to estimate realized volatility.

FractionalKelly

Size by a fraction of the Kelly-optimal bet implied by recent trades.

A trade count is not a bar count, so unlike the other schemes this one cannot extend the warmup period. Entries before the window holds both a win and a loss fall back to the risk budget.

Fields

kelly_fraction: f64

Multiplier on the full Kelly fraction (0.5 = half-Kelly).

lookback_trades: usize

Trailing fully-closed trades used to estimate win rate and payoff ratio. Partial closes from Signal::scale_out are excluded, so one entry contributes one observation.

Trait Implementations

impl Clone for PositionSizing

fn clone(&self) -> PositionSizing

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for PositionSizing

impl Debug for PositionSizing

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

Formats the value using the given formatter.

impl Default for PositionSizing

fn default() -> PositionSizing

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for PositionSizing

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for PositionSizing

fn eq(&self, other: &PositionSizing) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for PositionSizing

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for PositionSizing