Struct DrawdownEvent 

pub struct DrawdownEvent {
    pub start_date: NaiveDateTime,
    pub bottom_date: NaiveDateTime,
    pub recovery_date: Option<NaiveDateTime>,
    pub magnitude: Decimal,
    pub duration: Positive,
    pub recovery_duration: Option<Positive>,
}

Represents a single drawdown event in a time series, typically of asset prices or portfolio values.

A drawdown is a peak-to-trough decline during a specific period for an investment, trading account, or fund. It is usually quoted as the percentage between the peak and the subsequent trough.

This struct captures the key dates, the magnitude (severity) of the drawdown, and its duration, including the time it takes to recover back to the initial peak value.

Fields

start_date: NaiveDateTime

The date and time when the drawdown period started (the peak before the decline).

bottom_date: NaiveDateTime

The date and time when the value reached its lowest point (the trough) during the drawdown.

recovery_date: Option<NaiveDateTime>

The date and time when the value recovered back to the level of start_date. This is None if the value has not yet recovered by the end of the analyzed period.

magnitude: Decimal

The magnitude of the drawdown, typically expressed as a positive decimal representing the percentage loss from the peak (start_date) to the trough (bottom_date). For example, a value of 0.1 represents a 10% drawdown.

duration: Positive

The duration of the drawdown from the start_date to the bottom_date, represented as a positive value (e.g., number of days or other time units).

recovery_duration: Option<Positive>

The duration it took for the value to recover from the bottom_date back to the start_date level. This is None if the recovery has not occurred (i.e., recovery_date is None). Represented as a positive value.

Trait Implementations

impl Clone for DrawdownEvent

fn clone(&self) -> DrawdownEvent

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for DrawdownEvent

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

Formats the value using the given formatter.

impl Default for DrawdownEvent

fn default() -> DrawdownEvent

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for DrawdownEvent

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for DrawdownEvent

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

where __S: Serializer,

Serialize this value into the given Serde serializer.