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ExecutionMetadata

qs_backtest::artifacts

Struct ExecutionMetadata

pub struct ExecutionMetadata {Show 16 fields
    pub run_id: Option<String>,
    pub execution_model: ExecutionModel,
    pub initial_balance: f64,
    pub account_currency: Option<String>,
    pub currency_plan: Option<RunCurrencyPlan>,
    pub contract_sizes: BTreeMap<String, f64>,
    pub instrument_manifest: Option<ReplayInstrumentManifest>,
    pub instrument_sizing: Vec<InstrumentSizingArtifact>,
    pub market_entry_sizing_basis: MarketEntrySizingBasis,
    pub market_entry_sizing: Vec<MarketEntrySizingAudit>,
    pub entry_profile_default: Option<ManagementProfile>,
    pub entry_profile_routes: BTreeMap<String, ManagementProfile>,
    pub entry_profile_resolutions: Vec<EntryProfileResolutionAudit>,
    pub stale_quote_after_millis: Option<i64>,
    pub pnl_epsilon: f64,
    pub tags: BTreeMap<String, String>,
}

Expand description

Reproducibility metadata for the execution/accounting model used by a run.

Fields§

§run_id: Option<String>§execution_model: ExecutionModel§initial_balance: f64§account_currency: Option<String>§currency_plan: Option<RunCurrencyPlan>

Immutable primary/conversion universe, P&L currencies, routes, and warmup quotes.

§contract_sizes: BTreeMap<String, f64>

Monetary point-value multiplier by symbol.

§instrument_manifest: Option<ReplayInstrumentManifest>

Optional typed instrument and stored-series manifest for explicit catalog-backed runs.

§instrument_sizing: Vec<InstrumentSizingArtifact>

Exact requested and adjusted quantities for catalog-backed Entry sizing.

§market_entry_sizing_basis: MarketEntrySizingBasis

Configured price basis for market-entry sizing.

§market_entry_sizing: Vec<MarketEntrySizingAudit>

Per-entry sizing audits for successfully executed market entries.

§entry_profile_default: Option<ManagementProfile>

Frozen default profile used by direct Entry routing.

§entry_profile_routes: BTreeMap<String, ManagementProfile>

Frozen exact entry-class routes used by direct Entry routing.

§entry_profile_resolutions: Vec<EntryProfileResolutionAudit>

Applied Entry profile selections and resolved initial levels.

§stale_quote_after_millis: Option<i64>

Quotes older than this at an equity observation are counted as stale.

§pnl_epsilon: f64§tags: BTreeMap<String, String>

Application-defined, deterministically ordered metadata.

Trait Implementations§

impl Clone for ExecutionMetadata

fn clone(&self) -> ExecutionMetadata

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 ExecutionMetadata

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

Formats the value using the given formatter. Read more

impl Default for ExecutionMetadata

fn default() -> Self

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

impl<'de> Deserialize<'de> for ExecutionMetadata
where ExecutionMetadata: Default,

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

Deserialize this value from the given Serde deserializer. Read more

impl PartialEq for ExecutionMetadata

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

Equality operator ==. Read more

1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more

impl Serialize for ExecutionMetadata

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

Serialize this value into the given Serde serializer. Read more

impl StructuralPartialEq for ExecutionMetadata

Auto Trait Implementations§

impl Freeze for ExecutionMetadata

impl RefUnwindSafe for ExecutionMetadata

impl Send for ExecutionMetadata

impl Sync for ExecutionMetadata

impl Unpin for ExecutionMetadata

impl UnsafeUnpin for ExecutionMetadata

impl UnwindSafe for ExecutionMetadata

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 = !

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, !>

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.

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

fn vzip(self) -> V