optionstratlib_visualization::visualization::terminal

Trait SimulationReport

pub trait SimulationReport {
    // Required methods
    fn render_summary(&self) -> Result<String, GraphError>;
    fn print_summary(&self) -> Result<(), GraphError>;
    fn render_individual_results(&self) -> String;
    fn print_individual_results(&self) -> Result<(), GraphError>;
}

Expand description

Terminal tables for simulation statistics.

Implemented for SimulationStatsResult, the statistics a Simulate::simulate run returns, and for SimulationStats, the running accumulator. The summary shows the run count, the trade outcomes, the P&L figures, the average holding period and the exit reasons; the individual results show one row per run. Money is written with a $ sign and Decimal’s {:.2}, which truncates to two decimal places (as the tables always have). The average holding period of a SimulationStats summary is rounded half-up to two decimal places (#691); a SimulationStatsResult summary writes its own with {:.2}. Exit reasons are listed in the order of their text, so the output is deterministic.

In colour, headers are blue, and:

in the SimulationStatsResult summary, every P&L figure but the standard deviation is green when positive and red when negative;
in the SimulationStats summary, the profitable-close count and share and the maximum profit are always green, the loss-close count and share and the maximum loss always red, and the total and average P&L uncoloured;
in the individual results of both, the final P&L is green when positive and red when negative.

The P&L of a run is its total P&L (realized plus unrealized, PnL::total_pnl) for both types, the figure each accumulates (#691). The SimulationStats summary takes its average P&L, extremes and average holding period from SimulationStats::statistics, so a run without a P&L counts as zero there, as in the SimulationStatsResult summary.

This replaces the inherent print_summary and print_individual_results methods those types had: import the trait and call the same names, now returning a Result.

Required Methods§

Source

fn render_summary(&self) -> Result<String, GraphError>

The summary tables as plain text, without ANSI escapes.

§Errors

Returns GraphError::Decimal when a derived figure (the total or the average P&L) leaves the representable Decimal range, and GraphError::Backtest when the statistics of a SimulationStats accumulator cannot be computed (its P&L total or variance leaves the Decimal range).

Source