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StrategyComparisonMetrics

qs_backtest::strategy::experiment

Struct StrategyComparisonMetrics

pub struct StrategyComparisonMetrics {
    pub total_positions: usize,
    pub position_win_rate: f64,
    pub total_pnl: f64,
    pub max_drawdown: f64,
    pub max_drawdown_pct: f64,
    pub average_position_duration_secs: Option<i64>,
}

Expand description

Existing position-level metrics projected from one completed replay.

Fields§

§total_positions: usize§position_win_rate: f64§total_pnl: f64§max_drawdown: f64§max_drawdown_pct: f64§average_position_duration_secs: Option<i64>

Trait Implementations§

impl Clone for StrategyComparisonMetrics

fn clone(&self) -> StrategyComparisonMetrics

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 StrategyComparisonMetrics

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for StrategyComparisonMetrics

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 StrategyComparisonMetrics

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

Equality operator ==. Read more

1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more

impl Serialize for StrategyComparisonMetrics

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 StrategyComparisonMetrics

Auto Trait Implementations§

impl Freeze for StrategyComparisonMetrics

impl RefUnwindSafe for StrategyComparisonMetrics

impl Send for StrategyComparisonMetrics

impl Sync for StrategyComparisonMetrics

impl Unpin for StrategyComparisonMetrics

impl UnsafeUnpin for StrategyComparisonMetrics

impl UnwindSafe for StrategyComparisonMetrics

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