Struct PortfolioSnapshot 

#[repr(C)]
pub struct PortfolioSnapshot {
    pub account_id: AccountId,
    pub account_type: AccountType,
    pub base_currency: Option<Currency>,
    pub balances: Vec<AccountBalance>,
    pub margins: Vec<MarginBalance>,
    pub unrealized_pnls: Vec<Money>,
    pub realized_pnls: Vec<Money>,
    pub total_equity: Vec<Money>,
    pub event_id: UUID4,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

Represents a point-in-time snapshot of portfolio state for a single account, emitted periodically while the account holds open positions.

Unlike AccountState, which fires only on balance or margin changes, PortfolioSnapshot carries a continuous mark-to-market view by folding open-position valuations into the totals. Totals span every venue the account holds positions on, so multi-venue accounts (e.g., a prime broker routing across exchanges) produce a single account-wide snapshot rather than per-venue slices.

Fields

account_id: AccountId

The account ID this snapshot belongs to.

account_type: AccountType

The type of the account (e.g., cash, margin).

base_currency: Option<Currency>

The base currency for the account, if applicable.

balances: Vec<AccountBalance>

The per-currency account balances at snapshot time.

margins: Vec<MarginBalance>

The per-instrument margin balances at snapshot time (margin accounts only).

unrealized_pnls: Vec<Money>

The per-currency unrealized PnL across all open positions at snapshot time.

realized_pnls: Vec<Money>

The per-currency realized PnL accumulated for positions opened in this session.

total_equity: Vec<Money>

The per-currency total equity (mark-to-market).

For cash accounts: balance.total + Σ mark_value(open positions) in the same currency. For margin accounts: balance.total + Σ unrealized_pnl(open positions) in the same currency.

event_id: UUID4

The unique identifier for the event.

ts_event: UnixNanos

UNIX timestamp (nanoseconds) when the event occurred.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the event was initialized.

Implementations

impl PortfolioSnapshot

pub fn new( account_id: AccountId, account_type: AccountType, base_currency: Option<Currency>, balances: Vec<AccountBalance>, margins: Vec<MarginBalance>, unrealized_pnls: Vec<Money>, realized_pnls: Vec<Money>, total_equity: Vec<Money>, event_id: UUID4, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Self

Creates a new PortfolioSnapshot instance.

Trait Implementations

impl CatalogPathPrefix for PortfolioSnapshot

fn path_prefix() -> &'static str

Returns the path prefix (directory name) for this data type.

impl Clone for PortfolioSnapshot

fn clone(&self) -> PortfolioSnapshot

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PortfolioSnapshot

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

Formats the value using the given formatter.

impl DerefToPyAny for PortfolioSnapshot

impl<'de> Deserialize<'de> for PortfolioSnapshot

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for PortfolioSnapshot

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

Formats the value using the given formatter.

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

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 HasTsInit for PortfolioSnapshot

fn ts_init(&self) -> UnixNanos

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

impl<'py> IntoPyObject<'py> for PortfolioSnapshot

type Target = PortfolioSnapshot

The Python output type

type Output = Bound<'py, <PortfolioSnapshot 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 PartialEq for PortfolioSnapshot

fn eq(&self, other: &Self) -> 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 PyClass for PortfolioSnapshot

const NAME: &str = "PortfolioSnapshot"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for PortfolioSnapshot

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 = /// Represents a point-in-time snapshot of portfolio state for a single account, /// emitted periodically while the account holds open positions. /// /// Unlike [`AccountState`](crate::events::AccountState), which fires only on /// balance or margin changes, `PortfolioSnapshot` carries a continuous /// mark-to-market view by folding open-position valuations into the totals. /// Totals span every venue the account holds positions on, so multi-venue /// accounts (e.g., a prime broker routing across exchanges) produce a single /// account-wide snapshot rather than per-venue slices.

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

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 = Pyo3MethodsInventoryForPortfolioSnapshot

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 PyClassNewTextSignature for PortfolioSnapshot

const TEXT_SIGNATURE: &'static str = "(account_id, account_type, balances, margins, unrealized_pnls, realized_pnls, total_equity, event_id, ts_event, ts_init, base_currency=None)"

impl PyStubType for PortfolioSnapshot

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 PortfolioSnapshot

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 PortfolioSnapshot

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.