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ExecutionMetadata

Struct ExecutionMetadata 

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pub struct ExecutionMetadata {
Show 21 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 costs: BTreeMap<String, InstrumentCosts>, pub unconverted_cost_events: u64, pub zero_spread_bar_quotes: u64, pub stale_quote_after_millis: Option<i64>, pub pnl_epsilon: f64, pub tags: BTreeMap<String, String>, pub run_tags: BTreeMap<String, String>, pub position_tags: BTreeMap<String, BTreeMap<String, String>>,
}
Expand description

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

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§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.

§costs: BTreeMap<String, InstrumentCosts>

Per-symbol commission and swap specification applied during the run.

§unconverted_cost_events: u64

Swap charges skipped because no causal conversion quote was available.

§zero_spread_bar_quotes: u64

Bar quotes executed with a zero spread because neither the bar nor a fallback supplied one.

§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>

Engine-produced diagnostics for this run, deterministically ordered.

§run_tags: BTreeMap<String, String>

Caller-supplied labels for this run, copied onto every completed position’s evaluation dimensions.

These are separate from tags so that a caller cannot overwrite an engine diagnostic and an engine diagnostic cannot become a breakdown dimension.

§position_tags: BTreeMap<String, BTreeMap<String, String>>

Labels that belong to single positions rather than to the whole run, keyed by position ID, such as the instance of a multi-instance run that opened the position. They join the run tags as breakdown dimensions of that position.

Trait Implementations§

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impl Clone for ExecutionMetadata

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fn clone(&self) -> Self

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
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impl Debug for ExecutionMetadata

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

Formats the value using the given formatter. Read more
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impl Default for ExecutionMetadata

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for ExecutionMetadata

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

Deserialize this value from the given Serde deserializer. Read more
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impl PartialEq for ExecutionMetadata

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

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

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

Inequality operator !=. Read more
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impl Serialize for ExecutionMetadata

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

Serialize this value into the given Serde serializer. Read more
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impl StructuralPartialEq for ExecutionMetadata

Auto Trait Implementations§

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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

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fn into(self) -> U

Calls U::from(self).

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

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

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = !

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, !>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<V, T> VZip<V> for T
where V: MultiLane<T>,

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fn vzip(self) -> V