Struct GreeksData 

#[repr(C)]
pub struct GreeksData {

    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 greeks: OptionGreekValues,
    pub itm_prob: f64,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

Fields

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

greeks: OptionGreekValues

Core Greek sensitivity values (delta, gamma, vega, theta, rho).

itm_prob: f64

ts_event: UnixNanos

ts_init: UnixNanos

Implementations

impl GreeksData

pub fn new( 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, greeks: OptionGreekValues, itm_prob: f64, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Self

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

pub fn to_portfolio_greeks(&self) -> PortfolioGreeks

Returns portfolio values with pnl, price, and all Greeks scaled by the contract multiplier.

Preserves both timestamps and leaves position quantity scaling to the caller.

Trait Implementations

impl Clone for GreeksData

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for GreeksData

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

Formats the value using the given formatter.

impl Default for GreeksData

fn default() -> Self

Returns the “default value” for a type.

impl Deref for GreeksData

type Target = OptionGreekValues

The resulting type after dereferencing.

fn deref(&self) -> &Self::Target

Dereferences the value.

impl DerefToPyAny for GreeksData

impl Display for GreeksData

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

Formats the value using the given formatter.

impl From<GreeksData> for PortfolioGreeks

fn from(g: GreeksData) -> Self

Converts to this type from the input type.

impl<'a, 'py> FromPyObject<'a, 'py> for GreeksData

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl HasGreeks for GreeksData

fn greeks(&self) -> OptionGreekValues

impl HasTsInit for GreeksData

fn ts_init(&self) -> UnixNanos

Returns the UNIX timestamp (nanoseconds) when the instance was created.

impl<'py> IntoPyObject<'py> for GreeksData

type Target = GreeksData

The Python output type

type Output = Bound<'py, <GreeksData as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl Mul<&GreeksData> for f64

Scales values by quantity without applying the contract multiplier.

type Output = GreeksData

The resulting type after applying the * operator.

fn mul(self, g: &GreeksData) -> GreeksData

Performs the * operation.

impl PyClass for GreeksData

const NAME: &str = "GreeksData"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for GreeksData

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = c"\x00"

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<GreeksData as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<GreeksData>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForGreeksData

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClass__rmul__SlotFragment<GreeksData> for PyClassImplCollector<GreeksData>

unsafe fn __rmul__( self, py: Python<'_>, _slf: *mut PyObject, arg0: *mut PyObject, ) -> PyResult<*mut PyObject>

Safety: _slf and _other must be valid non-null Python objects

impl PyStubType for GreeksData

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for GreeksData

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.