ExecutionStats

tesser_data::analytics

Struct ExecutionStats

pub struct ExecutionStats {
    pub label: String,
    pub order_count: usize,
    pub fill_count: usize,
    pub orders_with_arrival: usize,
    pub filled_quantity: Decimal,
    pub notional: Decimal,
    pub total_fees: Decimal,
    pub implementation_shortfall: Decimal,
    pub avg_slippage_bps: Option<Decimal>,
}

Expand description

High-level metrics computed for either the entire data set or one algo bucket.

Fields§

§label: String§order_count: usize§fill_count: usize§orders_with_arrival: usize§filled_quantity: Decimal§notional: Decimal§total_fees: Decimal§implementation_shortfall: Decimal§avg_slippage_bps: Option<Decimal>

Trait Implementations§

impl Clone for ExecutionStats

fn clone(&self) -> ExecutionStats

Returns a duplicate of the value. Read more

1.0.0 · Source§

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

Performs copy-assignment from source. Read more

impl Debug for ExecutionStats

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

impl Freeze for ExecutionStats

impl RefUnwindSafe for ExecutionStats

impl Send for ExecutionStats

impl Sync for ExecutionStats

impl Unpin for ExecutionStats

impl UnwindSafe for ExecutionStats

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more

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

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

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

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

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

fn in_current_span(self) -> Instrumented<Self>

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

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

fn into(self) -> U

Calls U::from(self).

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

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow only if self and other return Action::Follow. Read more

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow if either self or other returns Action::Follow. Read more

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

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

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

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more

impl<T> Allocation for T
where T: RefUnwindSafe + Send + Sync,