pub struct CapitalUtilization {
pub max_capital_used: Decimal,
pub avg_capital_used: Decimal,
pub capital_efficiency: Decimal,
pub total_margin_used: Decimal,
pub max_margin_used: Decimal,
pub avg_margin_used: Decimal,
pub total_premium_paid: Decimal,
pub total_premium_received: Decimal,
pub net_premium: Decimal,
pub max_position_size: Decimal,
pub avg_position_size: Decimal,
}Expand description
Represents the allocation and utilization of capital within a trading strategy.
This struct tracks various metrics related to how capital is deployed and managed, including overall capital usage, specific metrics for options trading (margin and premium), and risk allocation measures like position sizing.
Fields§
§max_capital_used: DecimalThe maximum amount of capital utilized at any point during the trading period.
avg_capital_used: DecimalThe average amount of capital utilized throughout the trading period.
capital_efficiency: DecimalA measure of return generated relative to the average capital used (Return / Average Capital Used).
total_margin_used: DecimalThe total margin required and used for options positions throughout the period.
max_margin_used: DecimalThe peak margin utilized at any single point in time.
avg_margin_used: DecimalThe average margin utilized throughout the trading period.
The total amount of premium paid for purchasing options.
The total amount of premium received for selling options.
The net difference between premium received and premium paid (Received - Paid).
max_position_size: DecimalThe largest single position size taken, expressed as a percentage of total available capital.
avg_position_size: DecimalThe average size of positions taken, expressed as a percentage of total available capital.
Trait Implementations§
Source§impl Clone for CapitalUtilization
impl Clone for CapitalUtilization
Source§impl Debug for CapitalUtilization
impl Debug for CapitalUtilization
Source§impl Default for CapitalUtilization
impl Default for CapitalUtilization
Source§impl<'de> Deserialize<'de> for CapitalUtilization
impl<'de> Deserialize<'de> for CapitalUtilization
Source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
Auto Trait Implementations§
impl Freeze for CapitalUtilization
impl RefUnwindSafe for CapitalUtilization
impl Send for CapitalUtilization
impl Sync for CapitalUtilization
impl Unpin for CapitalUtilization
impl UnsafeUnpin for CapitalUtilization
impl UnwindSafe for CapitalUtilization
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> DeserializeOwned for Twhere
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Source§impl<T> Instrument for T
impl<T> Instrument for T
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fn instrument(self, span: Span) -> Instrumented<Self> ⓘ
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impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ
fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
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impl<T> Pointable for T
Source§impl<SS, SP> SupersetOf<SS> for SPwhere
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impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
Source§fn to_subset(&self) -> Option<SS>
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self from the equivalent element of its
superset. Read moreSource§fn is_in_subset(&self) -> bool
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self is actually part of its subset T (and can be converted to it).Source§fn to_subset_unchecked(&self) -> SS
fn to_subset_unchecked(&self) -> SS
self.to_subset but without any property checks. Always succeeds.Source§fn from_subset(element: &SS) -> SP
fn from_subset(element: &SS) -> SP
self to the equivalent element of its superset.