Struct StrategyComparison 

#[non_exhaustive]
pub struct StrategyComparison {
    pub buy_and_hold_return: Option<f64>,
    pub buy_and_hold_equity: Vec<(DateTime<Utc>, f64)>,
    pub excursions: Vec<Option<StrategyExcursion>>,
    pub skipped_bars: usize,
}

Source-bar comparison of a run, from StrategyReport::comparison.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

buy_and_hold_return: Option<f64>

Fee-free fractional return: last close / first open - 1. Requires a positive first open.

buy_and_hold_equity: Vec<(DateTime<Utc>, f64)>

Initial capital invested at the first open, marked at each bar close. Times are the source bar timestamps, as in a chart. Empty without positive finite capital or a defined return.

excursions: Vec<Option<StrategyExcursion>>

One result per input trade, in input order. None for an invalid trade, absent source bars, or an invalid bar during the trade. See StrategyExcursion for the bar-resolution limits.

skipped_bars: usize

Invalid OHLC bars, or all bars when timestamps are not strictly increasing.

Trait Implementations

impl Clone for StrategyComparison

fn clone(&self) -> StrategyComparison

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for StrategyComparison

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

Formats the value using the given formatter.

impl Default for StrategyComparison

fn default() -> StrategyComparison

Returns the “default value” for a type.

impl PartialEq for StrategyComparison

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for StrategyComparison