Struct PortfolioFacts 

pub struct PortfolioFacts<'a> {
    pub now: NaiveDateTime,
    pub balance: f64,
    pub drawdown_fraction: Option<f64>,
    pub day_realized_r: f64,
    pub open: &'a [ExposureFact],
    pub pending: &'a [ExposureFact],
    pub reserved: &'a [ExposureFact],
}

Account state at the moment of a review or boundary.

Fields

now: NaiveDateTime

balance: f64

Realized balance, net of every cost already charged.

drawdown_fraction: Option<f64>

Current drawdown of marked equity from its peak as a fraction, or None while no mark exists; a kill switch stays inactive while it is None.

day_realized_r: f64

Sum of realized R over positions fully closed at or after PortfolioSupervisor::day_start.

open: &'a [ExposureFact]

pending: &'a [ExposureFact]

reserved: &'a [ExposureFact]

Approved requests that have not reached the market yet.

Trait Implementations

impl<'a> Clone for PortfolioFacts<'a>

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<'a> Copy for PortfolioFacts<'a>

impl<'a> Debug for PortfolioFacts<'a>

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

Formats the value using the given formatter.

impl<'a> PartialEq for PortfolioFacts<'a>

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

Equality operator ==.

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

Inequality operator !=.

impl<'a> StructuralPartialEq for PortfolioFacts<'a>