Struct VolatilityData 

pub struct VolatilityData {
    pub implied_volatility_used: bool,
    pub avg_iv_traded: Option<Decimal>,
    pub iv_percentile_traded: Option<Decimal>,
    pub iv_rank_traded: Option<Decimal>,
}

Represents volatility surface information captured during a backtest.

This struct stores data related to the implied volatility metrics observed at the time trades occurred within the simulation.

Fields

implied_volatility_used: bool

Flag indicating whether implied volatility data was used in the backtest calculations for this trade.

avg_iv_traded: Option<Decimal>

The average implied volatility observed around the time the trade was executed, if available.

iv_percentile_traded: Option<Decimal>

The percentile rank of the implied volatility at the time of the trade compared to its historical distribution, if available.

iv_rank_traded: Option<Decimal>

The rank of the implied volatility at the time of the trade compared to its historical range (e.g., IV Rank), if available.

Trait Implementations

impl Clone for VolatilityData

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VolatilityData

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

Formats the value using the given formatter.

impl Default for VolatilityData

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for VolatilityData

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for VolatilityData

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

where __S: Serializer,

Serialize this value into the given Serde serializer.