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RiskMetricsMsg

qs_backtest_api

Struct RiskMetricsMsg

pub struct RiskMetricsMsg {
    pub sharpe_ratio: Option<f64>,
    pub sortino_ratio: Option<f64>,
    pub calmar_ratio: Option<f64>,
    pub return_on_max_drawdown: Option<f64>,
    pub max_drawdown: f64,
    pub max_drawdown_pct: f64,
    pub max_drawdown_duration_secs: Option<i64>,
}

Expand description

Wire-safe mirror of RiskMetrics.

Fields§

§sharpe_ratio: Option<f64>§sortino_ratio: Option<f64>§calmar_ratio: Option<f64>§return_on_max_drawdown: Option<f64>§max_drawdown: f64§max_drawdown_pct: f64§max_drawdown_duration_secs: Option<i64>

Trait Implementations§

impl Clone for RiskMetricsMsg

fn clone(&self) -> RiskMetricsMsg

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more

impl Debug for RiskMetricsMsg

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for RiskMetricsMsg

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

impl Serialize for RiskMetricsMsg

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

impl Freeze for RiskMetricsMsg

impl RefUnwindSafe for RiskMetricsMsg

impl Send for RiskMetricsMsg

impl Sync for RiskMetricsMsg

impl Unpin for RiskMetricsMsg

impl UnsafeUnpin for RiskMetricsMsg

impl UnwindSafe for RiskMetricsMsg

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.