Struct TimeSeriesData 

pub struct TimeSeriesData {

    pub timestamps: Vec<DateTime<Utc>>,
    pub equity_curve: Vec<Decimal>,
    pub drawdown_curve: Vec<Decimal>,
    pub margin_usage: Vec<Decimal>,
    pub position_count: Vec<usize>,
    pub delta_exposure: Option<Vec<Decimal>>,
    pub gamma_exposure: Option<Vec<Decimal>>,
    pub theta_exposure: Option<Vec<Decimal>>,
    pub vega_exposure: Option<Vec<Decimal>>,
    pub vanna_exposure: Option<Vec<Decimal>>,
    pub vomma_exposure: Option<Vec<Decimal>>,
    pub veta_exposure: Option<Vec<Decimal>>,
    pub charm_exposure: Option<Vec<Decimal>>,
    pub color_exposure: Option<Vec<Decimal>>,
    pub custom_series: HashMap<String, Vec<Decimal>>,
}

Represents time-series data for tracking various portfolio metrics over time.

This struct holds vectors of data points, each corresponding to a specific timestamp. It’s used to store the evolution of the equity curve, drawdown, margin usage, position count, and potentially option greeks exposures and custom metrics.

Fields

timestamps: Vec<DateTime<Utc>>

Timestamps corresponding to each data point in the series.

equity_curve: Vec<Decimal>

The value of the portfolio equity at each timestamp.

drawdown_curve: Vec<Decimal>

The drawdown percentage or value from the peak equity at each timestamp.

margin_usage: Vec<Decimal>

The amount or percentage of margin used at each timestamp.

position_count: Vec<usize>

The number of open positions at each timestamp.

delta_exposure: Option<Vec<Decimal>>

Optional time series of the portfolio’s delta exposure.

gamma_exposure: Option<Vec<Decimal>>

Optional time series of the portfolio’s gamma exposure.

theta_exposure: Option<Vec<Decimal>>

Optional time series of the portfolio’s theta exposure.

vega_exposure: Option<Vec<Decimal>>

Optional time series of the portfolio’s vega exposure.

vanna_exposure: Option<Vec<Decimal>>

Optional time series of the portfolio’s vanna exposure.

vomma_exposure: Option<Vec<Decimal>>

Optional time series of the portfolio’s vomma exposure.

veta_exposure: Option<Vec<Decimal>>

Optional time series of the portfolio’s veta exposure.

charm_exposure: Option<Vec<Decimal>>

Optional time series of the portfolio’s charm exposure.

color_exposure: Option<Vec<Decimal>>

Optional time series of the portfolio’s color exposure.

custom_series: HashMap<String, Vec<Decimal>>

A map holding custom time series metrics, identified by a string key. Each key maps to a vector of decimal values corresponding to the timestamps.

Trait Implementations

impl Clone for TimeSeriesData

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 TimeSeriesData

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

Formats the value using the given formatter.

impl Default for TimeSeriesData

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for TimeSeriesData

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for TimeSeriesData

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

where __S: Serializer,

Serialize this value into the given Serde serializer.