Struct ReturnSeries 

pub struct ReturnSeries {
    pub label: String,
    pub points: Vec<ReturnPoint>,
    pub frequency: Frequency,
}

A labeled time series of periodic returns.

Fields

label: String

points: Vec<ReturnPoint>

frequency: Frequency

Implementations

impl ReturnSeries

pub fn from_equity_curve<S: Into<String>>( label: S, timestamps: &[DateTime<Utc>], values: &[Decimal], ) -> Result<Self, MetricsError>

Derive a return series from an equity curve.

Returns r(t) = (EC(t) - EC(t-1)) / EC(t-1) for each consecutive pair. Frequency is inferred from timestamp spacing.

Trait Implementations

impl Clone for ReturnSeries

fn clone(&self) -> ReturnSeries

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ReturnSeries

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

Formats the value using the given formatter.