hyperliquid_backtest::mode_reporting

Struct RiskMetrics

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pub struct RiskMetrics {
    pub current_leverage: f64,
    pub max_leverage: f64,
    pub value_at_risk_95: f64,
    pub value_at_risk_99: f64,
    pub expected_shortfall_95: f64,
    pub beta: f64,
    pub correlation: f64,
    pub position_concentration: f64,
    pub largest_position: f64,
    pub largest_position_symbol: String,
}
Expand description

Risk metrics for live trading

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§current_leverage: f64

Current leverage

§max_leverage: f64

Maximum leverage used

§value_at_risk_95: f64

Value at Risk (VaR) at 95% confidence

§value_at_risk_99: f64

Value at Risk (VaR) at 99% confidence

§expected_shortfall_95: f64

Expected Shortfall (ES) at 95% confidence

§beta: f64

Beta to market

§correlation: f64

Correlation to market

§position_concentration: f64

Position concentration

§largest_position: f64

Largest position size

§largest_position_symbol: String

Largest position symbol

Trait Implementations§

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impl Clone for RiskMetrics

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fn clone(&self) -> RiskMetrics

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

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

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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 RiskMetrics

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
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Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for RiskMetrics

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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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