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BatchAccount

Struct BatchAccount 

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pub struct BatchAccount {
    pub problem: PortfolioProblem,
    pub steps: Vec<RebalanceStep>,
    pub chain_previous_weights: bool,
}
Expand description

One account in a batch: its own portfolio problem plus its per-date steps.

The problem carries the account’s structure and first date’s data; steps are applied in order exactly like solve_sequence, so pass RebalanceStep::default() first to solve the base data as-is.

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§problem: PortfolioProblem

The account’s portfolio problem (structure plus first date’s data).

§steps: Vec<RebalanceStep>

Per-date data changes, in order. Only factorization-preserving updates are expressible; see RebalanceStep.

§chain_previous_weights: bool

When true, every date after a Solved one anchors the turnover terms at that date’s solved weights — the standard backtest convention (“previous weights” are what the account actually holds) — unless the step provides previous_weights explicitly, which wins. Dates that did not reach Solved leave the anchor where it was, because the account did not trade. Requires the problem to have been built with a turnover term.

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impl Clone for BatchAccount

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fn clone(&self) -> BatchAccount

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
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impl Debug for BatchAccount

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

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

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

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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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
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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

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fn into(self) -> U

Calls U::from(self).

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

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where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

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impl<T, U> TryFrom<U> for T
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type Error = Infallible

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

Performs the conversion.
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type Error = <U as TryFrom<T>>::Error

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