GreeksData

nautilus_model::data::greeks

Struct GreeksData 

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pub struct GreeksData {
Show 21 fields
    pub ts_init: UnixNanos,
    pub ts_event: UnixNanos,
    pub instrument_id: InstrumentId,
    pub is_call: bool,
    pub strike: f64,
    pub expiry: i32,
    pub expiry_in_days: i32,
    pub expiry_in_years: f64,
    pub multiplier: f64,
    pub quantity: f64,
    pub underlying_price: f64,
    pub interest_rate: f64,
    pub cost_of_carry: f64,
    pub vol: f64,
    pub pnl: f64,
    pub price: f64,
    pub delta: f64,
    pub gamma: f64,
    pub vega: f64,
    pub theta: f64,
    pub itm_prob: f64,

}

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§ts_init: UnixNanos§ts_event: UnixNanos§instrument_id: InstrumentId§is_call: bool§strike: f64§expiry: i32§expiry_in_days: i32§expiry_in_years: f64§multiplier: f64§quantity: f64§underlying_price: f64§interest_rate: f64§cost_of_carry: f64§vol: f64§pnl: f64§price: f64§delta: f64§gamma: f64§vega: f64§theta: f64§itm_prob: f64

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impl GreeksData

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pub fn new( ts_init: UnixNanos, ts_event: UnixNanos, instrument_id: InstrumentId, is_call: bool, strike: f64, expiry: i32, expiry_in_days: i32, expiry_in_years: f64, multiplier: f64, quantity: f64, underlying_price: f64, interest_rate: f64, cost_of_carry: f64, vol: f64, pnl: f64, price: f64, delta: f64, gamma: f64, vega: f64, theta: f64, itm_prob: f64, ) -> Self

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pub fn from_delta( instrument_id: InstrumentId, delta: f64, multiplier: f64, ts_event: UnixNanos, ) -> Self

Trait Implementations§

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impl Clone for GreeksData

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fn clone(&self) -> GreeksData

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for GreeksData

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

Formats the value using the given formatter. Read more
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impl Default for GreeksData

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl Display for GreeksData

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

Formats the value using the given formatter. Read more
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impl From<GreeksData> for PortfolioGreeks

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fn from(greeks: GreeksData) -> Self

Converts to this type from the input type.
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impl HasTsInit for GreeksData

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fn ts_init(&self) -> UnixNanos

Returns the UNIX timestamp (nanoseconds) when the instance was created.
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impl Mul<&GreeksData> for f64

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type Output = GreeksData

The resulting type after applying the * operator.
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fn mul(self, greeks: &GreeksData) -> GreeksData

Performs the * operation. Read more

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

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fn type_id(&self) -> TypeId

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

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impl<T> CloneToUninit for T
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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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