Enum PositionSize 

pub enum PositionSize {
    Quantity(f64),
    RiskAmount(f64),
    RiskPercent {
        account_size: f64,
        percent: f64,
    },
}

How a long or short position drawing sizes its quantity.

Variants

Quantity(f64)

A fixed quantity, interpreted as lots by Self::quantity_with_sizing.

RiskAmount(f64)

The quantity that loses this amount if the stop is hit.

RiskPercent

The quantity that loses percent of account_size if the stop is hit.

Fields

account_size: f64

Account size, in the same currency as risk amounts and the configured point value.

percent: f64

Share of the account risked, in percent (above 0, at most 100).

Implementations

impl PositionSize

pub fn quantity_with_sizing( &self, entry: f64, stop: f64, sizing: &PositionSizing, ) -> Option<f64>

Size in lots using the instrument’s point value and lot size. Risk-based sizes and fixed lot quantities round down to quantity_step, so rounding cannot increase risk. Returns None if no positive permitted quantity fits, or inputs are invalid.

pub fn quantity(&self, entry: f64, stop: f64) -> Option<f64>

Unit quantity at entry with its stop at stop, without instrument conversion. Use Self::quantity_with_sizing for lot sizing and quantity-step rounding.

None when a size from the risk has its stop at the entry, or a setting is out of bounds (not positive and finite, or a percent above 100).

Trait Implementations

impl Clone for PositionSize

fn clone(&self) -> PositionSize

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for PositionSize

impl Debug for PositionSize

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

Formats the value using the given formatter.

impl Default for PositionSize

fn default() -> Self

One unit, so the profit and loss read per unit.

impl<'de> Deserialize<'de> for PositionSize

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for PositionSize

fn eq(&self, other: &PositionSize) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for PositionSize

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 PositionSize