Struct Drawdown 

pub struct Drawdown { /* private fields */ }

A finite drawdown value using the convention current / peak - 1.0, capped at 0.0.

Implementations

impl Drawdown

pub fn new(value: f64) -> Result<Drawdown, DrawdownError>

Creates a drawdown value.

Errors

Returns [DrawdownError::NonFinite] for non-finite values and [DrawdownError::Positive] for positive values.

pub fn from_peak_current( peak: f64, current: f64, ) -> Result<Drawdown, DrawdownError>

Computes drawdown from a positive peak and non-negative current value.

Errors

Returns [DrawdownError] when inputs are non-finite, the peak is not positive, or the current value is negative.

pub fn maximum_from_values(values: &[f64]) -> Result<Drawdown, DrawdownError>

Computes maximum drawdown over a simple price or equity series.

Errors

Returns [DrawdownError] for empty series, invalid first peak, or invalid values.

pub const fn value(self) -> f64

Returns the drawdown value.

Trait Implementations

impl Clone for Drawdown

fn clone(&self) -> Drawdown

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Drawdown

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

Formats the value using the given formatter.

impl Display for Drawdown

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

Formats the value using the given formatter.

impl PartialEq for Drawdown

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PartialOrd for Drawdown

fn partial_cmp(&self, other: &Drawdown) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

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

Tests less than (for self and other) and is used by the < operator.

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

Tests less than or equal to (for self and other) and is used by the <= operator.

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

Tests greater than (for self and other) and is used by the > operator.

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

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl Copy for Drawdown

impl StructuralPartialEq for Drawdown