Struct StrategyExcursion 

#[non_exhaustive]
pub struct StrategyExcursion {
    pub adverse: f64,
    pub favourable: f64,
}

Largest unrealised loss and gain relative to a trade’s entry, before fees.

Both are nonnegative price movements times quantity, for a linear contract with unit point value. They need conversion for other contracts or currencies. Entry and exit fills participate. Source highs and lows participate from the bar containing entry through bars opening strictly before exit; open trades use all remaining bars. At intrabar fills these are whole-bar estimates: OHLC cannot distinguish movement before entry or after exit. Time bars end after their interval (calendar months for monthly bars); execution bars end at the next source open, with the final bar assumed to cover the run’s remaining fills. Use fills at bar boundaries for exact spans.

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.

adverse: f64

Maximum adverse excursion, as a positive loss magnitude.

favourable: f64

Maximum favourable excursion, as a positive gain magnitude.

Trait Implementations

impl Clone for StrategyExcursion

fn clone(&self) -> StrategyExcursion

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for StrategyExcursion

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

Formats the value using the given formatter.

impl PartialEq for StrategyExcursion

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for StrategyExcursion