Enum RiskRule 

pub enum RiskRule {
    AllowEntryIn(EntryFilter),
    MaxPositionSize(f64),
    MaxDrawdown(RiskType),
    MaxIntradayLoss(RiskType),
    MaxConsLossDays(u32),
    MaxIntradayFilledOrders(u32),
}

A risk-management rule set by a strategy.risk.* call, applied to the broker.

Variants

AllowEntryIn(EntryFilter)

Restrict entries to one direction (allow_entry_in).

MaxPositionSize(f64)

Cap the absolute position size in contracts (max_position_size).

MaxDrawdown(RiskType)

Halt the strategy once equity falls this far from its peak (max_drawdown).

MaxIntradayLoss(RiskType)

Halt for the rest of the day once equity falls this far from the day’s peak (max_intraday_loss).

MaxConsLossDays(u32)

Halt after this many consecutive losing days (max_cons_loss_days).

MaxIntradayFilledOrders(u32)

Block new orders after this many fills in a day (max_intraday_filled_orders).

Trait Implementations

impl Clone for RiskRule

fn clone(&self) -> RiskRule

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for RiskRule

impl Debug for RiskRule

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

Formats the value using the given formatter.

impl PartialEq for RiskRule

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for RiskRule