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SimulationStatsResult

Struct SimulationStatsResult 

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pub struct SimulationStatsResult {
    pub results: Vec<SimulationResult>,
    pub total_simulations: usize,
    pub profitable_count: usize,
    pub loss_count: usize,
    pub average_pnl: Decimal,
    pub median_pnl: Decimal,
    pub std_dev_pnl: Decimal,
    pub best_pnl: Decimal,
    pub worst_pnl: Decimal,
    pub win_rate: Decimal,
    pub average_holding_period: Decimal,
}
Expand description

Statistics aggregated from multiple simulation runs.

This struct contains a vector of individual simulation results along with aggregate statistics computed across all simulations.

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§results: Vec<SimulationResult>

Individual results from each simulation run

§total_simulations: usize

Total number of simulations performed

§profitable_count: usize

Number of profitable simulations

§loss_count: usize

Number of loss-making simulations

§average_pnl: Decimal

Average P&L across all simulations

§median_pnl: Decimal

Median P&L across all simulations

§std_dev_pnl: Decimal

Standard deviation of P&L

§best_pnl: Decimal

Best (maximum) P&L achieved

§worst_pnl: Decimal

Worst (minimum) P&L achieved

§win_rate: Decimal

Win rate (percentage of profitable simulations)

§average_holding_period: Decimal

Average holding period across all simulations

Implementations§

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impl SimulationStatsResult

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pub fn from_results( results: Vec<SimulationResult>, ) -> Result<Self, SimulationError>

Builds the aggregate from a set of per-run results.

The statistics are PathStatistics::from_outcomes over the generic projection of each result; the results themselves are kept for the per-run report.

§Errors

Propagates the errors of PathStatistics::from_outcomes.

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pub fn from_outcomes( outcomes: Vec<PathOutcome>, ) -> Result<Self, SimulationError>

Builds the aggregate from a generic run.

Each outcome is lifted into a SimulationResult through From<PathOutcome>; the statistics are computed on the outcomes before the lift so a None P&L is counted the same way either entry point is used.

§Errors

Propagates the errors of PathStatistics::from_outcomes.

Trait Implementations§

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impl Clone for SimulationStatsResult

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fn clone(&self) -> Self

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 SimulationStatsResult

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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 Default for SimulationStatsResult

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for SimulationStatsResult

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Display for SimulationStatsResult

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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 Serialize for SimulationStatsResult

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

Serialize this value into the given Serde serializer. Read more

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