Struct StrategyTrade 

#[non_exhaustive]
pub struct StrategyTrade {
    pub side: OrderSide,
    pub quantity: f64,
    pub entry_time: DateTime<Utc>,
    pub entry_price: f64,
    pub exit: Option<StrategyExit>,
    pub fees: f64,
    pub label: Option<String>,
}

One round trip. A host that scales out reports each partial exit as its own trade with its share of the entry.

A trade is valid when quantity is finite and positive, entry_price and fees are finite, and, if closed, the exit price and profit are finite and the exit is not before the entry. Prices may be zero or negative. Invalid trades are left out of the metrics and the CSV, and counted in StrategyPerformance::skipped_trades.

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.

side: OrderSide

Long or short.

quantity: f64

Size of the position: positive and finite.

entry_time: DateTime<Utc>

When the position was opened.

entry_price: f64

Average fill price of the entry.

exit: Option<StrategyExit>

None while the trade is open.

fees: f64

Commission and other costs of entry and exit, in the report’s currency. Already included in the exit’s profit.

label: Option<String>

The host’s name for the entry, such as the rule that opened it. Display only.

Implementations

impl StrategyTrade

pub fn new( side: OrderSide, quantity: f64, entry_time: DateTime<Utc>, entry_price: f64, ) -> Self

An open trade with no fees and no label.

pub fn is_valid(&self) -> bool

Whether this trade meets the validity rules documented on StrategyTrade.

Trait Implementations

impl Clone for StrategyTrade

fn clone(&self) -> StrategyTrade

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for StrategyTrade

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for StrategyTrade

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for StrategyTrade

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for StrategyTrade

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 StrategyTrade