Struct RebalanceStep 

pub struct RebalanceStep {
    pub expected_returns: Option<Vec<f64>>,
    pub previous_weights: Option<Vec<f64>>,
    pub benchmark_weights: Option<Vec<f64>>,
    pub budget: Option<f64>,
    pub equality_rhs: Option<Vec<f64>>,
    pub inequality_rhs: Option<Vec<f64>>,
}

Per-date data changes for one PortfolioSequence::solve_next call.

Every field is optional; None keeps the current value. The default value changes nothing, so RebalanceStep::default() re-solves the current data (useful for the first solve of a sequence).

Only factorization-preserving updates are expressible. Anything structural — covariance, constraint matrices, bounds, the turnover penalty — needs a new PortfolioProblem and a new sequence.

Fields

expected_returns: Option<Vec<f64>>

New expected returns (length must match the number of assets).

previous_weights: Option<Vec<f64>>

New turnover anchor. Requires the base problem to have been built with PortfolioProblem::with_quadratic_turnover and/or PortfolioProblem::with_l1_turnover; both terms share this single anchor. The L2 penalty and the L1 costs themselves stay fixed for the whole sequence.

benchmark_weights: Option<Vec<f64>>

New tracking benchmark. Requires the base problem to have been built with PortfolioProblem::with_tracking_benchmark. The benchmark only shifts the linear cost, so cached factorizations survive.

budget: Option<f64>

New budget. Requires the base problem to have a budget constraint.

equality_rhs: Option<Vec<f64>>

New right-hand side for the user-supplied equality constraints (excluding the budget row).

inequality_rhs: Option<Vec<f64>>

New right-hand side for the inequality constraints.

Trait Implementations

impl Clone for RebalanceStep

fn clone(&self) -> RebalanceStep

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RebalanceStep

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

Formats the value using the given formatter.

impl Default for RebalanceStep

fn default() -> RebalanceStep

Returns the “default value” for a type.

impl PartialEq for RebalanceStep

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for RebalanceStep