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BacktestReport

sandbox_quant::backtest_app::runner

Struct BacktestReport 

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pub struct BacktestReport {
Show 21 fields
    pub run_id: Option<i64>,
    pub template: StrategyTemplate,
    pub instrument: String,
    pub mode: BinanceMode,
    pub from: NaiveDate,
    pub to: NaiveDate,
    pub db_path: PathBuf,
    pub dataset: BacktestDatasetSummary,
    pub config: BacktestConfig,
    pub trigger_count: usize,
    pub trades: Vec<BacktestTrade>,
    pub wins: usize,
    pub losses: usize,
    pub open_trades: usize,
    pub skipped_triggers: usize,
    pub starting_equity: f64,
    pub ending_equity: f64,
    pub net_pnl: f64,
    pub observed_win_rate: f64,
    pub average_net_pnl: f64,
    pub configured_expected_value: f64,

}

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§run_id: Option<i64>§template: StrategyTemplate§instrument: String§mode: BinanceMode§from: NaiveDate§to: NaiveDate§db_path: PathBuf§dataset: BacktestDatasetSummary§config: BacktestConfig§trigger_count: usize§trades: Vec<BacktestTrade>§wins: usize§losses: usize§open_trades: usize§skipped_triggers: usize§starting_equity: f64§ending_equity: f64§net_pnl: f64§observed_win_rate: f64§average_net_pnl: f64§configured_expected_value: f64

Trait Implementations§

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impl Clone for BacktestReport

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fn clone(&self) -> BacktestReport

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for BacktestReport

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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 PartialEq for BacktestReport

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

Tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

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

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

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impl<T> CloneToUninit for T
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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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impl<T> From<T> for T

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fn from(t: T) -> T

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more
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Create a new Policy that returns Action::Follow only if self and other return Action::Follow. Read more
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Create a new Policy that returns Action::Follow if either self or other returns Action::Follow. Read more
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