Struct RiskManager 

pub struct RiskManager { /* private fields */ }

Risk manager for portfolio risk calculations

Implementations

impl RiskManager

pub fn instance_of<V: NapiRaw>(env: Env, value: V) -> Result<bool>

impl RiskManager

pub fn into_reference( val: RiskManager, env: Env, ) -> Result<Reference<RiskManager>>

pub fn into_instance(self, env: Env) -> Result<ClassInstance<RiskManager>>

impl RiskManager

pub fn new(config: RiskConfig) -> Self

Create a new risk manager

pub fn calculate_var( &self, returns: Vec<f64>, portfolio_value: f64, ) -> Result<VaRResult>

Calculate Value at Risk

pub fn calculate_cvar( &self, returns: Vec<f64>, portfolio_value: f64, ) -> Result<CVaRResult>

Calculate Conditional VaR (Expected Shortfall)

pub fn calculate_kelly( &self, win_rate: f64, avg_win: f64, avg_loss: f64, ) -> Result<KellyResult>

Calculate Kelly Criterion for position sizing

pub fn calculate_drawdown( &self, equity_curve: Vec<f64>, ) -> Result<DrawdownMetrics>

Calculate drawdown metrics

pub fn calculate_position_size( &self, portfolio_value: f64, price_per_share: f64, risk_per_trade: f64, stop_loss_distance: f64, ) -> Result<PositionSize>

Calculate recommended position size

pub fn validate_position( &self, position_size: f64, portfolio_value: f64, max_position_percentage: f64, ) -> Result<bool>

Validate if a position passes risk limits

Trait Implementations

impl FromNapiMutRef for RiskManager

unsafe fn from_napi_mut_ref( env: napi_env, napi_val: napi_value, ) -> Result<&'static mut Self>

Safety

impl FromNapiRef for RiskManager

unsafe fn from_napi_ref( env: napi_env, napi_val: napi_value, ) -> Result<&'static Self>

Safety

impl FromNapiValue for &RiskManager

unsafe fn from_napi_value(env: napi_env, napi_val: napi_value) -> Result<Self>

Safety

fn from_unknown(value: JsUnknown) -> Result<Self, Error>

impl FromNapiValue for &mut RiskManager

unsafe fn from_napi_value(env: napi_env, napi_val: napi_value) -> Result<Self>

Safety

fn from_unknown(value: JsUnknown) -> Result<Self, Error>

impl ObjectFinalize for RiskManager

fn finalize(self, env: Env) -> Result<(), Error>

impl ToNapiValue for RiskManager

unsafe fn to_napi_value(env: napi_env, val: RiskManager) -> Result<napi_value>

Safety

impl TypeName for &RiskManager

fn type_name() -> &'static str

fn value_type() -> ValueType

impl TypeName for &mut RiskManager

fn type_name() -> &'static str

fn value_type() -> ValueType

impl TypeName for RiskManager

fn type_name() -> &'static str

fn value_type() -> ValueType

impl ValidateNapiValue for &RiskManager

unsafe fn validate(env: napi_env, napi_val: napi_value) -> Result<napi_value>

Safety

impl ValidateNapiValue for &mut RiskManager

unsafe fn validate(env: napi_env, napi_val: napi_value) -> Result<napi_value>

Safety