Struct SizingContext 

#[non_exhaustive]
pub struct SizingContext {
    pub atr: Option<f64>,
    pub recent_volatility: Option<f64>,
    pub win_rate: Option<f64>,
    pub payoff_ratio: Option<f64>,
}

Market and trade-history inputs a PositionSizing scheme reads at entry.

A None field means the engine had no value to supply, and the scheme falls back to BacktestConfig::position_size_pct.

Fields (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.

atr: Option<f64>

ATR at the entry bar.

recent_volatility: Option<f64>

Realized per-bar return volatility over the scheme’s lookback.

win_rate: Option<f64>

Win rate over the trailing closed-trade window (0.0 - 1.0).

payoff_ratio: Option<f64>

Mean win divided by mean loss, both as absolute return fractions.

Trait Implementations

impl Clone for SizingContext

fn clone(&self) -> SizingContext

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for SizingContext

impl Debug for SizingContext

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

Formats the value using the given formatter.

impl Default for SizingContext

fn default() -> SizingContext

Returns the “default value” for a type.

impl PartialEq for SizingContext

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for SizingContext