Enum ImpactModel

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pub enum ImpactModel {
    None,
    Linear {
        coefficient: f64,
    },
    SquareRoot {
        coefficient: f64,
    },
    AlmgrenChriss {
        eta: f64,
        gamma: f64,
    },
}

Expand description

Market impact models

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None

No market impact

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Linear

Linear impact: cost = coefficient * participation_rate

Fields

§coefficient: f64

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SquareRoot

Square root impact: cost = coefficient * sqrt(participation_rate)

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§coefficient: f64

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AlmgrenChriss

Almgren-Chriss temporary impact

Fields

§eta: f64

§gamma: f64

Trait Implementations§

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impl Clone for ImpactModel

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fn clone(&self) -> ImpactModel

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 ImpactModel

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

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impl UnwindSafe for ImpactModel

Blanket Implementations§

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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> ArchivePointee for T

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type ArchivedMetadata = ()

The archived version of the pointer metadata for this type.

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fn pointer_metadata( _: &<T as ArchivePointee>::ArchivedMetadata, ) -> <T as Pointee>::Metadata

Converts some archived metadata to the pointer metadata for itself.

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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
where T: ?Sized,

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

Mutably borrows from an owned value. Read more

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

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impl<F, W, T, D> Deserialize<With<T, W>, D> for F
where W: DeserializeWith<F, T, D>, D: Fallible + ?Sized, F: ?Sized,

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fn deserialize( &self, deserializer: &mut D, ) -> Result<With<T, W>, <D as Fallible>::Error>

Deserializes using the given deserializer

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impl<T> DynClone for T
where T: Clone,

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fn __clone_box(&self, _: Private) -> *mut ()

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T> Instrument for 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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fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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