Skip to main content

CompletedPosition

Struct CompletedPosition 

Source
pub struct CompletedPosition {
Show 23 fields pub position_id: String, pub symbol: String, pub side: Side, pub group: Option<String>, pub trade_id: Option<String>, pub open_ts: NaiveDateTime, pub close_ts: NaiveDateTime, pub entry_size: f64, pub average_entry_price: f64, pub net_pnl: f64, pub native_net_pnl: Option<f64>, pub native_currency: Option<String>, pub outcome: NetPnlOutcome, pub pnl_epsilon: f64, pub initial_stop: Option<f64>, pub effective_stop: Option<EffectiveStop>, pub risk_basis_status: RiskBasisStatus, pub risk_tranches: Vec<RiskTranche>, pub realized_r: Option<f64>, pub mae: Option<f64>, pub mfe: Option<f64>, pub close_reasons: Vec<CloseReason>, pub close_events: Vec<CloseEvent>,
}
Expand description

Complete campaign-level outcome for one position.

Fields§

§position_id: String§symbol: String§side: Side§group: Option<String>§trade_id: Option<String>§open_ts: NaiveDateTime§close_ts: NaiveDateTime§entry_size: f64§average_entry_price: f64§net_pnl: f64§native_net_pnl: Option<f64>§native_currency: Option<String>§outcome: NetPnlOutcome§pnl_epsilon: f64§initial_stop: Option<f64>§effective_stop: Option<EffectiveStop>§risk_basis_status: RiskBasisStatus§risk_tranches: Vec<RiskTranche>§realized_r: Option<f64>

Net P&L divided by total valid initial monetary risk.

§mae: Option<f64>

Minimum campaign P&L observed from a zero baseline (normally <= 0).

§mfe: Option<f64>

Maximum campaign P&L observed from a zero baseline (normally >= 0).

§close_reasons: Vec<CloseReason>

Distinct close reasons in first-observed order.

§close_events: Vec<CloseEvent>

Implementations§

Source§

impl CompletedPosition

Source

pub fn from_close_events( position_id: impl Into<String>, symbol: impl Into<String>, side: Side, open_ts: NaiveDateTime, close_ts: NaiveDateTime, entry_size: f64, average_entry_price: f64, initial_stop: Option<f64>, effective_stop: Option<EffectiveStop>, risk_tranches: Vec<RiskTranche>, close_events: Vec<CloseEvent>, mae: Option<f64>, mfe: Option<f64>, epsilon: f64, ) -> Self

Source

pub fn classify(net_pnl: f64, epsilon: f64) -> NetPnlOutcome

Source

pub fn initial_risk(&self) -> Option<f64>

Trait Implementations§

Source§

impl Clone for CompletedPosition

Source§

fn clone(&self) -> CompletedPosition

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
Source§

impl Debug for CompletedPosition

Source§

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

Formats the value using the given formatter. Read more
Source§

impl Default for CompletedPosition

Source§

fn default() -> Self

Returns the “default value” for a type. Read more
Source§

impl<'de> Deserialize<'de> for CompletedPosition

Source§

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

Deserialize this value from the given Serde deserializer. Read more
Source§

impl PartialEq for CompletedPosition

Source§

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

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more
Source§

impl Serialize for CompletedPosition

Source§

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

Serialize this value into the given Serde serializer. Read more
Source§

impl StructuralPartialEq for CompletedPosition

Auto Trait Implementations§

Blanket Implementations§

Source§

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

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

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

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

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

Source§

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

Mutably borrows from an owned value. Read more
Source§

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

Source§

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
Source§

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

Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

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

Source§

fn into(self) -> U

Calls U::from(self).

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

Source§

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

Source§

type Owned = T

The resulting type after obtaining ownership.
Source§

fn to_owned(&self) -> T

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

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

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

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

Source§

type Error = Infallible

The type returned in the event of a conversion error.
Source§

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

Performs the conversion.
Source§

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

Source§

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

The type returned in the event of a conversion error.
Source§

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

Performs the conversion.
Source§

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

Source§

fn vzip(self) -> V