Struct PathOutcome 

pub struct PathOutcome {
    pub pnl: Option<Decimal>,
    pub holding_period: usize,
    pub exit_reason: ExitPolicy,
    pub hit_take_profit: bool,
    pub hit_stop_loss: bool,
    pub expired: bool,
    pub max_premium: Decimal,
    pub min_premium: Decimal,
    pub avg_premium: Decimal,
    pub expiration_premium: Option<Decimal>,
}

Outcome of evaluating one simulated price path.

Every field is a core type, so the record can be produced by any evaluator and summarised by PathStatistics without knowing what was traded along the path. Premium fields are the marks observed while the position was open, in the quote currency of the instrument.

Fields

pnl: Option<Decimal>

Total P&L of the path, in quote currency. None when the path could not be evaluated (an empty walk yields no P&L); summaries count such a path as zero.

holding_period: usize

Number of steps the position was held before exit or expiry.

exit_reason: ExitPolicy

Policy that closed the position (Expiration when none fired).

hit_take_profit: bool

Whether the take-profit threshold was reached at exit.

hit_stop_loss: bool

Whether the stop-loss threshold was reached at exit.

expired: bool

Whether the position ran to expiry without an exit trigger.

max_premium: Decimal

Highest premium mark observed along the path.

min_premium: Decimal

Lowest premium mark observed along the path.

avg_premium: Decimal

Arithmetic mean of the premium marks observed along the path.

expiration_premium: Option<Decimal>

Premium mark at expiry; None when the position exited early.

Trait Implementations

impl Clone for PathOutcome

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 PathOutcome

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

Formats the value using the given formatter.

impl Default for PathOutcome

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for PathOutcome

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for PathOutcome

impl PartialEq for PathOutcome

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for PathOutcome

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 PathOutcome