Enum BalanceBasis 

pub enum BalanceBasis {
    Gross,
    NetAsset,
}

Which figure of a Balance the asset statistics (drawdown, end-of-session balance) are computed from.

The library deliberately does not hard-code one basis: gross is always safe, but net-asset is only meaningful for margin accounts that stay solvent (see Self::NetAsset). Picking the basis is therefore caller policy, selected once via EngineStateBuilder::balance_basis and defaulting to Self::Gross so existing/cash users see no change.

Variants

Gross

Gross holdings (Balance::total) — always non-negative, the safe default.

NetAsset

Net asset value (Balance::net_asset, total - borrowed).

Caller precondition — net must stay strictly positive

Drawdown is only well-defined while net asset stays strictly above zero. The underlying DrawdownGenerator computes (peak - point) / peak, so under this basis:

• a zero peak (fully borrowed, net == 0) makes the division return None and the sample is silently dropped;
• a negative peak (short held from session open) sign-flips the ratio, so a real loss yields a negative “drawdown” that never exceeds the running max and is silently never recorded.

Both failures are silent. A consumer selecting NetAsset is responsible for keeping net asset strictly positive (or interpreting the drawdown metrics accordingly).

Freshness

Balance::net_asset excludes accrued interest and reflects debt only as fresh as the last BalanceSnapshot: WS partial updates carry no debt, so between snapshots net_asset == total and the value steps at snapshot boundaries.

Implementations

impl BalanceBasis

pub fn value(self, balance: Balance) -> Decimal

Extract the Balance figure selected by this basis.

Trait Implementations

impl Clone for BalanceBasis

fn clone(&self) -> BalanceBasis

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for BalanceBasis

impl Debug for BalanceBasis

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

Formats the value using the given formatter.

impl Default for BalanceBasis

fn default() -> BalanceBasis

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for BalanceBasis

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for BalanceBasis

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

Formats the value using the given formatter.

impl Eq for BalanceBasis

impl Hash for BalanceBasis

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl Ord for BalanceBasis

fn cmp(&self, other: &BalanceBasis) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

impl PartialEq for BalanceBasis

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PartialOrd for BalanceBasis

fn partial_cmp(&self, other: &BalanceBasis) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

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

Tests less than (for self and other) and is used by the < operator.

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

Tests less than or equal to (for self and other) and is used by the <= operator.

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

Tests greater than (for self and other) and is used by the > operator.

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

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl Serialize for BalanceBasis

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for BalanceBasis