Struct PriceStats 

pub struct PriceStats {
    pub closed_count: i64,
    pub win_rate: f64,
    pub avg_pnl: f64,
    pub total_pnl: f64,
}

Summary of price deltas within ONE instrument (or another explicitly common unit).

Fields

closed_count: i64

win_rate: f64

avg_pnl: f64

total_pnl: f64

Implementations

impl PriceStats

pub fn compute(values: impl IntoIterator<Item = Option<f64>>) -> Self

closed_count counts every value, None included; win_rate = wins / closed_count, a win being a value > 0; total_pnl sums the present values and avg_pnl = total_pnl / present count. NULL outcomes thus count as closed (and not won), but do not enter the mean, matching stored legacy rows. All zero for no values.

pub fn merge(values: impl IntoIterator<Item = Self>) -> Self

Merge disjoint summaries in the same price unit: counts and totals add up, win_rate is weighted by closed_count, and avg_pnl = total_pnl / closed_count. The present count is not kept in a summary, so where the inputs held None values this mean differs from PriceStats::compute over the combined values, which divides by the present count.

Trait Implementations

impl Clone for PriceStats

fn clone(&self) -> PriceStats

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for PriceStats

impl Debug for PriceStats

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

Formats the value using the given formatter.

impl Default for PriceStats

fn default() -> PriceStats

Returns the “default value” for a type.