Enum GreeksConvention 

#[repr(C)]
pub enum GreeksConvention {
    BlackScholes = 1,
    PriceAdjusted = 2,
}

The numeraire convention for option greeks published by a venue.

Crypto option venues commonly publish two parallel greek sets for the same instrument: Black-Scholes greeks in USD, and price-adjusted greeks denominated in the underlying/coin units. Deribit and OKX both expose the distinction; see the OKX reference for the canonical definition: https://www.okx.com/docs-v5/en/#public-data-websocket-option-market-data.

This is orthogonal to the percent-greeks transformation in the internal GreeksCalculator, which rescales the delta/gamma input step rather than the numeraire.

Variants

BlackScholes = 1

Black-Scholes greeks in USD.

PriceAdjusted = 2

Price-adjusted greeks in the underlying/coin units.

Implementations

impl GreeksConvention

pub const fn from_repr(discriminant: usize) -> Option<GreeksConvention>

Try to create Self from the raw representation

impl GreeksConvention

pub fn name(&self) -> String

pub fn value(&self) -> u8

Trait Implementations

impl AsRef<str> for GreeksConvention

fn as_ref(&self) -> &str

Converts this type into a shared reference of the (usually inferred) input type.

impl Clone for GreeksConvention

fn clone(&self) -> GreeksConvention

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for GreeksConvention

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

Formats the value using the given formatter.

impl Default for GreeksConvention

fn default() -> GreeksConvention

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for GreeksConvention

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>

where D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for GreeksConvention

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

Formats the value using the given formatter.

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

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 FromStr for GreeksConvention

type Err = ParseError

The associated error which can be returned from parsing.

fn from_str(s: &str) -> Result<GreeksConvention, <Self as FromStr>::Err>

Parses a string s to return a value of this type.

impl Hash for GreeksConvention

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl IntoEnumIterator for GreeksConvention

type Iterator = GreeksConventionIter

fn iter() -> GreeksConventionIter

impl<'py> IntoPyObject<'py> for GreeksConvention

type Target = GreeksConvention

The Python output type

type Output = Bound<'py, <GreeksConvention 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<'py>>::Output, <Self as IntoPyObject<'py>>::Error>

Performs the conversion.

impl Ord for GreeksConvention

fn cmp(&self, other: &GreeksConvention) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

impl PartialEq for GreeksConvention

fn eq(&self, other: &GreeksConvention) -> 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 GreeksConvention

fn partial_cmp(&self, other: &GreeksConvention) -> 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 PyClass for GreeksConvention

const NAME: &str = "GreeksConvention"

Name of the class.

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for GreeksConvention

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 = /// The numeraire convention for option greeks published by a venue. /// /// Crypto option venues commonly publish two parallel greek sets for the same /// instrument: Black-Scholes greeks in USD, and price-adjusted greeks denominated /// in the underlying/coin units. Deribit and OKX both expose the distinction; /// see the OKX reference for the canonical definition: /// <https://www.okx.com/docs-v5/en/#public-data-websocket-option-market-data>. /// /// This is orthogonal to the percent-greeks transformation in the internal /// [`GreeksCalculator`](../../../nautilus_common/greeks/struct.GreeksCalculator.html), /// which rescales the delta/gamma input step rather than the numeraire.

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 = <<GreeksConvention as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<GreeksConvention>

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 = Pyo3MethodsInventoryForGreeksConvention

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

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 PyClassNewTextSignature for GreeksConvention

const TEXT_SIGNATURE: &'static str = "(value)"

impl PyStubType for GreeksConvention

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 GreeksConvention

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 Serialize for GreeksConvention

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>

where S: Serializer,

Serialize this value into the given Serde serializer.

impl TryFrom<&str> for GreeksConvention

type Error = ParseError

The type returned in the event of a conversion error.

fn try_from(s: &str) -> Result<GreeksConvention, <Self as TryFrom<&str>>::Error>

Performs the conversion.

impl Copy for GreeksConvention

impl Eq for GreeksConvention

impl StructuralPartialEq for GreeksConvention