Struct PositionHistory 

pub struct PositionHistory {
    pub dates: Vec<String>,
    pub assets: Vec<String>,
    pub weights: Vec<Vec<f64>>,
    pub asset_returns: Vec<Vec<f64>>,
}

Daily position history for export and analysis

Fields

dates: Vec<String>

Dates for each row

assets: Vec<String>

Asset names (column headers)

weights: Vec<Vec<f64>>

Weights matrix: weights[date_idx][asset_idx]

asset_returns: Vec<Vec<f64>>

Daily returns matrix: returns[date_idx][asset_idx]

Implementations

impl PositionHistory

pub fn new(assets: Vec<String>) -> Self

Create empty position history

pub fn add_day(&mut self, date: String, weights: Vec<f64>, returns: Vec<f64>)

Add a day’s positions

pub fn to_csv(&self) -> String

Export to CSV format

pub fn weights_on(&self, date: &str) -> Option<&Vec<f64>>

Get weights for a specific date

Trait Implementations

impl Clone for PositionHistory

fn clone(&self) -> PositionHistory

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PositionHistory

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

Formats the value using the given formatter.