hyperliquid_backtest::risk_manager

Enum RiskError

Source 
pub enum RiskError {
    PositionSizeExceeded {
        message: String,
    },
    DailyLossLimitReached {
        current_loss_pct: f64,
        max_loss_pct: f64,
    },
    LeverageLimitExceeded {
        current_leverage: f64,
        max_leverage: f64,
    },
    InsufficientMargin {
        required_margin: f64,
        available_margin: f64,
    },
    ConcentrationLimitExceeded {
        asset_class: String,
        concentration_pct: f64,
        max_concentration_pct: f64,
    },
    CorrelationLimitExceeded {
        symbol1: String,
        symbol2: String,
        correlation: f64,
        max_correlation: f64,
    },
    VolatilityLimitExceeded {
        current_volatility_pct: f64,
        max_volatility_pct: f64,
    },
    DrawdownLimitExceeded {
        current_drawdown_pct: f64,
        max_drawdown_pct: f64,
    },
    General(String),
}
Expand description

Error types specific to risk management operations

Variants§

§

PositionSizeExceeded

Error when position size exceeds limits

Fields

§message: String
§

DailyLossLimitReached

Error when daily loss limit is reached

Fields

§current_loss_pct: f64
§max_loss_pct: f64
§

LeverageLimitExceeded

Error when leverage limit is exceeded

Fields

§current_leverage: f64
§max_leverage: f64
§

InsufficientMargin

Error when margin is insufficient

Fields

§required_margin: f64
§available_margin: f64
§

ConcentrationLimitExceeded

Error when portfolio concentration limit is exceeded

Fields

§asset_class: String
§concentration_pct: f64
§max_concentration_pct: f64
§

CorrelationLimitExceeded

Error when position correlation limit is exceeded

Fields

§symbol1: String
§symbol2: String
§correlation: f64
§max_correlation: f64
§

VolatilityLimitExceeded

Error when portfolio volatility limit is exceeded

Fields

§current_volatility_pct: f64
§max_volatility_pct: f64
§

DrawdownLimitExceeded

Error when drawdown limit is exceeded

Fields

§current_drawdown_pct: f64
§max_drawdown_pct: f64
§

General(String)

General risk management error

Trait Implementations§

Source§

impl Debug for RiskError

Source§

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

Formats the value using the given formatter. Read more
Source§

impl Display for RiskError

Source§

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

Formats the value using the given formatter. Read more
Source§

impl Error for RiskError

1.30.0 · Source§

fn source(&self) -> Option<&(dyn Error + 'static)>

Returns the lower-level source of this error, if any. Read more
1.0.0 · Source§

fn description(&self) -> &str

👎Deprecated since 1.42.0: use the Display impl or to_string()
Read more
1.0.0 · Source§

fn cause(&self) -> Option<&dyn Error>

👎Deprecated since 1.33.0: replaced by Error::source, which can support downcasting
Source§

fn provide<'a>(&'a self, request: &mut Request<'a>)

🔬This is a nightly-only experimental API. (error_generic_member_access)
Provides type-based access to context intended for error reports. Read more
Source§

impl From<RiskError> for LiveTradingError

Source§

fn from(source: RiskError) -> Self

Converts to this type from the input type.

Auto Trait Implementations§

Blanket Implementations§

Source§

impl<T> Any for T
where T: 'static + ?Sized,

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

impl<T> Borrow<T> for T
where T: ?Sized,

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
Source§

impl<T> Conv for T

Source§

fn conv<T>(self) -> T
where Self: Into<T>,

Converts self into T using Into<T>. Read more
Source§

impl<T> FmtForward for T

Source§

fn fmt_binary(self) -> FmtBinary<Self>
where Self: Binary,

Causes self to use its Binary implementation when Debug-formatted.
Source§

fn fmt_display(self) -> FmtDisplay<Self>
where Self: Display,

Causes self to use its Display implementation when Debug-formatted.
Source§

fn fmt_lower_exp(self) -> FmtLowerExp<Self>
where Self: LowerExp,

Causes self to use its LowerExp implementation when Debug-formatted.
Source§

fn fmt_lower_hex(self) -> FmtLowerHex<Self>
where Self: LowerHex,

Causes self to use its LowerHex implementation when Debug-formatted.
Source§

fn fmt_octal(self) -> FmtOctal<Self>
where Self: Octal,

Causes self to use its Octal implementation when Debug-formatted.
Source§

fn fmt_pointer(self) -> FmtPointer<Self>
where Self: Pointer,

Causes self to use its Pointer implementation when Debug-formatted.
Source§

fn fmt_upper_exp(self) -> FmtUpperExp<Self>
where Self: UpperExp,

Causes self to use its UpperExp implementation when Debug-formatted.
Source§

fn fmt_upper_hex(self) -> FmtUpperHex<Self>
where Self: UpperHex,

Causes self to use its UpperHex implementation when Debug-formatted.
Source§

fn fmt_list(self) -> FmtList<Self>
where &'a Self: for<'a> IntoIterator,

Formats each item in a sequence. Read more
Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<T> Instrument for T

Source§

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more
Source§

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more
Source§

impl<T> Instrument for T

Source§

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more
Source§

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more
Source§

impl<T, U> Into<U> for T
where U: From<T>,

Source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source§

impl<T> Pipe for T
where T: ?Sized,

Source§

fn pipe<R>(self, func: impl FnOnce(Self) -> R) -> R
where Self: Sized,

Pipes by value. This is generally the method you want to use. Read more
Source§

fn pipe_ref<'a, R>(&'a self, func: impl FnOnce(&'a Self) -> R) -> R
where R: 'a,

Borrows self and passes that borrow into the pipe function. Read more
Source§

fn pipe_ref_mut<'a, R>(&'a mut self, func: impl FnOnce(&'a mut Self) -> R) -> R
where R: 'a,

Mutably borrows self and passes that borrow into the pipe function. Read more
Source§

fn pipe_borrow<'a, B, R>(&'a self, func: impl FnOnce(&'a B) -> R) -> R
where Self: Borrow<B>, B: 'a + ?Sized, R: 'a,

Borrows self, then passes self.borrow() into the pipe function. Read more
Source§

fn pipe_borrow_mut<'a, B, R>( &'a mut self, func: impl FnOnce(&'a mut B) -> R, ) -> R
where Self: BorrowMut<B>, B: 'a + ?Sized, R: 'a,

Mutably borrows self, then passes self.borrow_mut() into the pipe function. Read more
Source§

fn pipe_as_ref<'a, U, R>(&'a self, func: impl FnOnce(&'a U) -> R) -> R
where Self: AsRef<U>, U: 'a + ?Sized, R: 'a,

Borrows self, then passes self.as_ref() into the pipe function.
Source§

fn pipe_as_mut<'a, U, R>(&'a mut self, func: impl FnOnce(&'a mut U) -> R) -> R
where Self: AsMut<U>, U: 'a + ?Sized, R: 'a,

Mutably borrows self, then passes self.as_mut() into the pipe function.
Source§

fn pipe_deref<'a, T, R>(&'a self, func: impl FnOnce(&'a T) -> R) -> R
where Self: Deref<Target = T>, T: 'a + ?Sized, R: 'a,

Borrows self, then passes self.deref() into the pipe function.
Source§

fn pipe_deref_mut<'a, T, R>( &'a mut self, func: impl FnOnce(&'a mut T) -> R, ) -> R
where Self: DerefMut<Target = T> + Deref, T: 'a + ?Sized, R: 'a,

Mutably borrows self, then passes self.deref_mut() into the pipe function.
Source§

impl<T> PolicyExt for T
where T: ?Sized,

Source§

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow only if self and other return Action::Follow. Read more
Source§

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow if either self or other returns Action::Follow. Read more
Source§

impl<T> Same for T

Source§

type Output = T

Should always be Self
Source§

impl<T> Tap for T

Source§

fn tap(self, func: impl FnOnce(&Self)) -> Self

Immutable access to a value. Read more
Source§

fn tap_mut(self, func: impl FnOnce(&mut Self)) -> Self

Mutable access to a value. Read more
Source§

fn tap_borrow<B>(self, func: impl FnOnce(&B)) -> Self
where Self: Borrow<B>, B: ?Sized,

Immutable access to the Borrow<B> of a value. Read more
Source§

fn tap_borrow_mut<B>(self, func: impl FnOnce(&mut B)) -> Self
where Self: BorrowMut<B>, B: ?Sized,

Mutable access to the BorrowMut<B> of a value. Read more
Source§

fn tap_ref<R>(self, func: impl FnOnce(&R)) -> Self
where Self: AsRef<R>, R: ?Sized,

Immutable access to the AsRef<R> view of a value. Read more
Source§

fn tap_ref_mut<R>(self, func: impl FnOnce(&mut R)) -> Self
where Self: AsMut<R>, R: ?Sized,

Mutable access to the AsMut<R> view of a value. Read more
Source§

fn tap_deref<T>(self, func: impl FnOnce(&T)) -> Self
where Self: Deref<Target = T>, T: ?Sized,

Immutable access to the Deref::Target of a value. Read more
Source§

fn tap_deref_mut<T>(self, func: impl FnOnce(&mut T)) -> Self
where Self: DerefMut<Target = T> + Deref, T: ?Sized,

Mutable access to the Deref::Target of a value. Read more
Source§

fn tap_dbg(self, func: impl FnOnce(&Self)) -> Self

Calls .tap() only in debug builds, and is erased in release builds.
Source§

fn tap_mut_dbg(self, func: impl FnOnce(&mut Self)) -> Self

Calls .tap_mut() only in debug builds, and is erased in release builds.
Source§

fn tap_borrow_dbg<B>(self, func: impl FnOnce(&B)) -> Self
where Self: Borrow<B>, B: ?Sized,

Calls .tap_borrow() only in debug builds, and is erased in release builds.
Source§

fn tap_borrow_mut_dbg<B>(self, func: impl FnOnce(&mut B)) -> Self
where Self: BorrowMut<B>, B: ?Sized,

Calls .tap_borrow_mut() only in debug builds, and is erased in release builds.
Source§

fn tap_ref_dbg<R>(self, func: impl FnOnce(&R)) -> Self
where Self: AsRef<R>, R: ?Sized,

Calls .tap_ref() only in debug builds, and is erased in release builds.
Source§

fn tap_ref_mut_dbg<R>(self, func: impl FnOnce(&mut R)) -> Self
where Self: AsMut<R>, R: ?Sized,

Calls .tap_ref_mut() only in debug builds, and is erased in release builds.
Source§

fn tap_deref_dbg<T>(self, func: impl FnOnce(&T)) -> Self
where Self: Deref<Target = T>, T: ?Sized,

Calls .tap_deref() only in debug builds, and is erased in release builds.
Source§

fn tap_deref_mut_dbg<T>(self, func: impl FnOnce(&mut T)) -> Self
where Self: DerefMut<Target = T> + Deref, T: ?Sized,

Calls .tap_deref_mut() only in debug builds, and is erased in release builds.
Source§

impl<T> ToString for T
where T: Display + ?Sized,

Source§

fn to_string(&self) -> String

Converts the given value to a String. Read more
Source§

impl<T> ToStringFallible for T
where T: Display,

Source§

fn try_to_string(&self) -> Result<String, TryReserveError>

ToString::to_string, but without panic on OOM.

Source§

impl<T> TryConv for T

Source§

fn try_conv<T>(self) -> Result<T, Self::Error>
where Self: TryInto<T>,

Attempts to convert self into T using TryInto<T>. Read more
Source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

Source§

type Error = Infallible

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
Source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

Source§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
Source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
Source§

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

Source§

fn vzip(self) -> V

Source§

impl<T> WithSubscriber for T

Source§

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more
Source§

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more
Source§

impl<T> WithSubscriber for T

Source§

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more
Source§

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more
Source§

impl<T> ErasedDestructor for T
where T: 'static,

Source§

impl<T> JsonSchemaMaybe for T