Struct SimulationResult 

pub struct SimulationResult {

    pub simulation_count: usize,
    pub risk_metrics: Option<RiskMetricsSimulation>,
    pub final_equity_percentiles: HashMap<u8, Decimal>,
    pub max_premium: Decimal,
    pub min_premium: Decimal,
    pub avg_premium: Decimal,
    pub hit_take_profit: bool,
    pub hit_stop_loss: bool,
    pub expired: bool,
    pub expiration_premium: Option<Decimal>,
    pub pnl: PnL,
    pub holding_period: usize,
    pub exit_reason: ExitPolicy,
}

SimulationResult represents the outcome of a financial or trading simulation, capturing the details of the simulation’s performance and metrics.

Fields

• simulation_count - The total number of simulation runs performed.
• risk_metrics - Optional risk metrics derived from the simulations.
• final_equity_percentiles - A map containing the percentiles of the final equity distribution. The keys represent the percentile (e.g., 5, 50, 95), and the values are the corresponding equity values.
• max_premium - The maximum premium value observed during the simulation.
• min_premium - The minimum premium value observed during the simulation.
• avg_premium - The average premium value observed during the simulation.
• hit_take_profit - A boolean indicating if the take profit target was achieved, defined as a 50% reduction in premium.
• hit_stop_loss - A boolean indicating if the stop loss condition was triggered, defined as a 100% increase in premium.
• expired - A boolean indicating if the option expired without hitting the take profit or stop loss conditions.
• expiration_premium - Optional final premium value at expiration. Only available if the option expired.
• pnl - The final profit or loss (P&L) resulting from the simulation.
• holding_period - The number of simulation steps during which the asset was held.
• exit_reason - The reason or policy that triggered the exit from the position (e.g., take profit, stop loss, expiration).

Notes

SimulationResult is a serializable and cloneable structure, making it convenient for storing, displaying, and transmitting simulation outcomes. It also provides a user-friendly debug and display interface through derived traits.

Fields

simulation_count: usize

Number of simulation runs

risk_metrics: Option<RiskMetricsSimulation>

Risk metrics calculated from simulations

final_equity_percentiles: HashMap<u8, Decimal>

Percentiles of final equity distribution

max_premium: Decimal

Maximum premium value during the simulation

min_premium: Decimal

Minimum premium value during the simulation

avg_premium: Decimal

Average premium value during the simulation

hit_take_profit: bool

Whether the exit policy’s take-profit condition closed the run

hit_stop_loss: bool

Whether the exit policy’s stop-loss condition closed the run

expired: bool

Whether the option expired without hitting take profit or stop loss

expiration_premium: Option<Decimal>

Final premium value at expiration (only if expired)

pnl: PnL

Final P&L

holding_period: usize

Holding period in steps

exit_reason: ExitPolicy

Exit policy that triggered the exit

Implementations

impl SimulationResult

pub fn from_outcome_at(outcome: PathOutcome, date_time: DateTime<Utc>) -> Self

Lifts a generic outcome into the strategy-bound result, its P&L stamped with date_time.

The path P&L becomes the realized leg of a PnL with no costs and no income; simulation_count is one and the risk fields are empty, exactly as the strategy simulations have always filled them. Reads no clock.

Trait Implementations

impl Clone for SimulationResult

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl ComposeSchema for SimulationResult

fn compose(generics: Vec<RefOr<Schema>>) -> RefOr<Schema>

impl Debug for SimulationResult

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

Formats the value using the given formatter.

impl Default for SimulationResult

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for SimulationResult

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for SimulationResult

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

Formats the value using the given formatter.

impl From<&SimulationResult> for PathOutcome

fn from(result: &SimulationResult) -> Self

Projects a strategy-bound result onto the generic outcome.

pnl is PnL::total_pnl (realized plus unrealized), which is the figure the aggregate statistics have always been computed from.

impl From<PathOutcome> for SimulationResult

Available on crate feature clock only.

fn from(outcome: PathOutcome) -> Self

Lifts a generic outcome into the strategy-bound result.

The path P&L becomes the realized leg of a PnL with no costs, no income and the current timestamp; simulation_count is one and the risk fields are empty, exactly as the strategy simulations have always filled them.

impl Serialize for SimulationResult

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl ToSchema for SimulationResult

fn name() -> Cow<'static, str>

Return name of the schema.

fn schemas(schemas: &mut Vec<(String, RefOr<Schema>)>)

Implement reference utoipa::openapi::schema::Schemas for this type.