Enum ExitStrategy 

pub enum ExitStrategy {
    StandardZScore {
        exit_z: Decimal,
    },
    HardTimeStop {
        max_duration_secs: u64,
    },
    HalfLifeTimeStop {
        half_life_candles: u32,
        multiplier: Decimal,
    },
    DecayingThreshold {
        initial_exit_z: Decimal,
        decay_rate_per_hour: Decimal,
    },
}

Configurable exit management policies shared by strategies and control surfaces.

Variants

StandardZScore

Exit once the z-score mean reverts to the configured level.

Fields

exit_z: Decimal

HardTimeStop

Force an exit once the holding period exceeds the configured duration.

Fields

max_duration_secs: u64

HalfLifeTimeStop

Force an exit after a multiple of the observed half-life (in candles).

Fields

half_life_candles: u32

multiplier: Decimal

DecayingThreshold

Gradually relax the exit threshold over time.

Fields

initial_exit_z: Decimal

decay_rate_per_hour: Decimal

Trait Implementations

impl Clone for ExitStrategy

fn clone(&self) -> ExitStrategy

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ExitStrategy

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for ExitStrategy

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for ExitStrategy

fn eq(&self, other: &ExitStrategy) -> 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 ExitStrategy

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 ExitStrategy