Enum OptimizationMetric 

pub enum OptimizationMetric {
    Sharpe,
    Sortino,
    Return,
    Drawdown,
    WinRate,
    ProfitFactor,
    Custom(Box<Expr>),
}

Metrics that can be optimized

Variants

Sharpe

Sortino

Return

Drawdown

WinRate

ProfitFactor

Custom(Box<Expr>)

Trait Implementations

impl Clone for OptimizationMetric

fn clone(&self) -> OptimizationMetric

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OptimizationMetric

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OptimizationMetric

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for OptimizationMetric

fn eq(&self, other: &OptimizationMetric) -> 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 Serialize for OptimizationMetric

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 OptimizationMetric