Struct PathStatistics 

pub struct PathStatistics {
    pub total_paths: 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,
}

Summary statistics over a set of PathOutcomes.

P&L figures are in quote currency; win_rate is a percentage (0..=100); average_holding_period is in steps.

Fields

total_paths: usize

Number of outcomes summarised.

profitable_count: usize

Outcomes with a strictly positive P&L.

loss_count: usize

Outcomes with a strictly negative P&L.

average_pnl: Decimal

Mean P&L.

median_pnl: Decimal

Median P&L (mean of the two middle values for an even count).

std_dev_pnl: Decimal

Sample standard deviation of the P&L (n - 1 denominator; zero for fewer than two outcomes).

best_pnl: Decimal

Highest P&L.

worst_pnl: Decimal

Lowest P&L.

win_rate: Decimal

Percentage of outcomes with a strictly positive P&L.

average_holding_period: Decimal

Mean holding period in steps.

Implementations

impl PathStatistics

pub fn from_outcomes(outcomes: &[PathOutcome]) -> Result<Self, SimulationError>

Summarises a set of outcomes.

An outcome without a P&L counts as zero. The median averages the two middle values for an even count; the standard deviation uses the sample (n - 1) denominator and is zero for fewer than two outcomes. An empty set yields all-zero statistics.

Errors

Returns SimulationError::Decimal when a sum, difference, product, or the median and variance quotients (which go through d_div) leave the representable Decimal range, and SimulationError::InvalidParameters when one of the three unrounded quotients (mean, win rate, average holding period) does or the holding-period total overflows usize.

Trait Implementations

impl Clone for PathStatistics

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 PathStatistics

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

Formats the value using the given formatter.

impl Default for PathStatistics

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for PathStatistics

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for PathStatistics

impl PartialEq for PathStatistics

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for PathStatistics

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for PathStatistics