Struct IntrinsicRobustnessSection 

pub struct IntrinsicRobustnessSection {
    pub best_one_removed: MetricValue<RemovalImpact>,
    pub best_five_percent_removed: MetricValue<RemovalImpact>,
    pub best_one_positive_concentration: MetricValue<f64>,
    pub best_five_percent_positive_concentration: MetricValue<f64>,
    pub pnl_concentration: PnlConcentrationSection,
    pub rolling_outcomes: RollingOutcomes,
}

Fields

best_one_removed: MetricValue<RemovalImpact>

best_five_percent_removed: MetricValue<RemovalImpact>

best_one_positive_concentration: MetricValue<f64>

Share of gross positive outcome contributed by the best position.

best_five_percent_positive_concentration: MetricValue<f64>

Share of gross positive outcome contributed by the best 5% of positions.

pnl_concentration: PnlConcentrationSection

Fixed-count concentration complements the sample-size-relative 5% metric.

rolling_outcomes: RollingOutcomes

Trait Implementations

impl Clone for IntrinsicRobustnessSection

fn clone(&self) -> IntrinsicRobustnessSection

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for IntrinsicRobustnessSection

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for IntrinsicRobustnessSection

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for IntrinsicRobustnessSection

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for IntrinsicRobustnessSection

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 IntrinsicRobustnessSection