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OpenPositionSnapshot

qs_backtest::artifacts

Struct OpenPositionSnapshot 

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pub struct OpenPositionSnapshot {
Show 27 fields
    pub position_id: String,
    pub symbol: String,
    pub side: Side,
    pub group: Option<String>,
    pub trade_id: Option<String>,
    pub open_ts: Option<NaiveDateTime>,
    pub average_entry_price: f64,
    pub remaining_size: f64,
    pub initial_stop: Option<f64>,
    pub effective_stop: Option<EffectiveStop>,
    pub realized_pnl: f64,
    pub native_realized_pnl: Option<f64>,
    pub native_currency: Option<String>,
    pub account_currency: Option<String>,
    pub quote_ts: Option<NaiveDateTime>,
    pub mark_price: Option<f64>,
    pub unrealized_pnl: Option<f64>,
    pub native_unrealized_pnl: Option<f64>,
    pub unrealized_pnl_conversion: Option<ConversionResult>,
    pub gross_exposure: Option<f64>,
    pub native_signed_exposure: Option<f64>,
    pub gross_exposure_conversion: Option<ConversionResult>,
    pub open_risk: Option<f64>,
    pub native_open_risk: Option<f64>,
    pub open_risk_conversion: Option<ConversionResult>,
    pub campaign_mae: Option<f64>,
    pub campaign_mfe: Option<f64>,

}
Expand description

Serializable runner-supplied state for one currently open position.

Fields populated by crate::portfolio::PortfolioRecorder are optional so an unpriced or partially priced snapshot remains representable.

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§position_id: String§symbol: String§side: Side§group: Option<String>§trade_id: Option<String>§open_ts: Option<NaiveDateTime>§average_entry_price: f64§remaining_size: f64§initial_stop: Option<f64>§effective_stop: Option<EffectiveStop>§realized_pnl: f64

Campaign realized P&L before the current mark (for partial closes).

§native_realized_pnl: Option<f64>§native_currency: Option<String>§account_currency: Option<String>§quote_ts: Option<NaiveDateTime>§mark_price: Option<f64>§unrealized_pnl: Option<f64>§native_unrealized_pnl: Option<f64>§unrealized_pnl_conversion: Option<ConversionResult>§gross_exposure: Option<f64>§native_signed_exposure: Option<f64>§gross_exposure_conversion: Option<ConversionResult>§open_risk: Option<f64>§native_open_risk: Option<f64>§open_risk_conversion: Option<ConversionResult>§campaign_mae: Option<f64>§campaign_mfe: Option<f64>

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impl OpenPositionSnapshot

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pub fn new( position_id: impl Into<String>, symbol: impl Into<String>, side: Side, average_entry_price: f64, remaining_size: f64, ) -> Self

Trait Implementations§

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impl Clone for OpenPositionSnapshot

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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 OpenPositionSnapshot

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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 OpenPositionSnapshot

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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 OpenPositionSnapshot
where OpenPositionSnapshot: Default,

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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 OpenPositionSnapshot

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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 OpenPositionSnapshot

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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 OpenPositionSnapshot

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