hyperliquid_backtest::mode_reporting

Struct ModeReportingManager

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pub struct ModeReportingManager { /* private fields */ }
Expand description

Mode-specific reporting manager

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impl ModeReportingManager

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pub fn new(mode: TradingMode, initial_balance: f64) -> Self

Create a new mode reporting manager

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pub fn update_performance(&mut self, metrics: CommonPerformanceMetrics)

Update performance metrics

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pub fn update_positions(&mut self, positions: HashMap<String, PositionSnapshot>)

Update position snapshot

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pub fn update_pnl(&mut self, pnl_report: RealTimePnLReport)

Update PnL report

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pub fn add_alert(&mut self, alert: AlertEntry)

Add alert entry

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pub fn update_funding_impact(&mut self, funding_impact: FundingImpactAnalysis)

Update funding impact analysis

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pub fn update_risk_metrics(&mut self, risk_metrics: RiskMetrics)

Update risk metrics

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pub fn update_connection_metrics( &mut self, connection_metrics: ConnectionMetrics, )

Update connection metrics

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pub fn generate_paper_trading_report( &self, trade_log: Vec<TradeLogEntry>, positions: HashMap<String, Position>, ) -> Result<PaperTradingReport>

Generate paper trading report

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pub fn generate_live_trading_report( &self, trade_log: Vec<TradeLogEntry>, positions: HashMap<String, Position>, ) -> Result<LiveTradingReport>

Generate live trading report

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pub fn generate_real_time_pnl_report( &self, current_balance: f64, positions: HashMap<String, Position>, ) -> Result<RealTimePnLReport>

Generate real-time PnL report

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pub fn generate_monitoring_dashboard( &self, current_balance: f64, available_balance: f64, positions: HashMap<String, Position>, active_orders: usize, order_stats: OrderSummary, ) -> Result<MonitoringDashboardData>

Generate monitoring dashboard data for live trading

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pub fn calculate_annualized_return( &self, metrics: &CommonPerformanceMetrics, ) -> f64

Calculate annualized return

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pub fn calculate_risk_adjusted_returns(&self) -> (f64, f64, f64)

Calculate risk adjusted returns (Sharpe ratio, Sortino ratio, daily volatility)

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pub fn calculate_period_pnl(&self, hours: i64) -> f64

Calculate period PnL for the specified number of hours

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pub fn get_mode(&self) -> TradingMode

Get the trading mode

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pub fn get_initial_balance(&self) -> f64

Get thance

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pub fn get_latest_performance_metrics( &self, ) -> Option<&CommonPerformanceMetrics>

Get the latest performance metrics

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pub fn get_latest_positions(&self) -> Option<&HashMap<String, Position>>

Get the latest positions

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pub fn get_latest_pnl_report(&self) -> Option<&RealTimePnLReport>

Get the latest PnL report

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pub fn get_alerts(&self) -> &Vec<AlertEntry>

Get all alerts

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pub fn get_funding_impact(&self) -> Option<&FundingImpactAnalysis>

Get the funding impact analysis

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pub fn get_latest_risk_metrics(&self) -> Option<&RiskMetrics>

Get the latest risk metrics

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pub fn get_latest_connection_metrics(&self) -> Option<&ConnectionMetrics>

Get the latest connection metrics

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pub fn convert_positions_to_snapshots( &self, positions: &HashMap<String, Position>, ) -> HashMap<String, PositionSnapshot>

Convert positions to position snapshots

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pub fn add_daily_report(&mut self, report: DailyReport)

Add a daily report

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pub fn analyze_funding_impact( &self, positions: &HashMap<String, Position>, funding_rates: &HashMap<String, Vec<f64>>, funding_timestamps: &HashMap<String, Vec<DateTime<FixedOffset>>>, ) -> Result<FundingImpactAnalysis>

Analyze funding impact across multiple positions

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pub fn calculate_risk_adjusted_returns_with_metrics( &self, metrics: &PerformanceMetrics, ) -> (f64, f64, f64)

Calculate risk adjusted returns with metrics

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pub fn calculate_annualized_return_with_metrics( &self, metrics: &PerformanceMetrics, ) -> f64

Calculate annualized return with performance metrics

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pub fn calculate_period_pnl_alt(&self, hours: i64) -> f64

Calculate period PnL (alternative implementation)

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