Struct GreeksData 

pub struct GreeksData {

    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 greeks: OptionGreekValues,
    pub itm_prob: f64,
}

Fields

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

greeks: OptionGreekValues

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

itm_prob: f64

Implementations

impl GreeksData

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, greeks: OptionGreekValues, itm_prob: f64, ) -> Self

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

Trait Implementations

impl Clone for GreeksData

fn clone(&self) -> GreeksData

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 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

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 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.

impl DerefToPyAny for GreeksData