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OutcomeSummary

kestrel_chartkit::evaluation::excursion

Struct OutcomeSummary

pub struct OutcomeSummary {
    pub count: i64,
    pub avg_mfe_pct: f64,
    pub avg_mae_pct: f64,
    pub win_rate: f64,
    pub horizon: usize,
    pub by_hour: Vec<HourBucket>,
}

Fields§

§count: i64

Signals with enough forward bars to be evaluated (horizon bars).

§avg_mfe_pct: f64§avg_mae_pct: f64§win_rate: f64

Proxy win rate: fraction of settled signals whose favorable excursion exceeded its adverse one (mfe ≥ mae). Not a calibrated success metric — see the module documentation.

§horizon: usize

How many forward bars each signal was measured over.

§by_hour: Vec<HourBucket>

Trait Implementations§

impl Clone for OutcomeSummary

fn clone(&self) -> OutcomeSummary

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more

impl Debug for OutcomeSummary

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

Formats the value using the given formatter. Read more

impl PartialEq for OutcomeSummary

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

Equality operator ==. Read more

1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more

impl Serialize for OutcomeSummary

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

impl StructuralPartialEq for OutcomeSummary

Auto Trait Implementations§

impl Freeze for OutcomeSummary

impl RefUnwindSafe for OutcomeSummary

impl Send for OutcomeSummary

impl Sync for OutcomeSummary

impl Unpin for OutcomeSummary

impl UnsafeUnpin for OutcomeSummary

impl UnwindSafe for OutcomeSummary

Blanket Implementations§

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

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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

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

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

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

fn into(self) -> U

Calls U::from(self).

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

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

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

type Error = !

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, !>

Performs the conversion.

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

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

The type returned in the event of a conversion error.

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

Performs the conversion.