Struct PositionClosed 

#[repr(C)]
pub struct PositionClosed {

    pub trader_id: TraderId,
    pub strategy_id: StrategyId,
    pub instrument_id: InstrumentId,
    pub position_id: PositionId,
    pub account_id: AccountId,
    pub opening_order_id: ClientOrderId,
    pub closing_order_id: Option<ClientOrderId>,
    pub entry: OrderSide,
    pub side: PositionSide,
    pub signed_qty: f64,
    pub quantity: Quantity,
    pub peak_quantity: Quantity,
    pub last_qty: Quantity,
    pub last_px: Price,
    pub currency: Currency,
    pub avg_px_open: f64,
    pub avg_px_close: Option<f64>,
    pub realized_return: f64,
    pub realized_pnl: Option<Money>,
    pub unrealized_pnl: Money,
    pub duration: DurationNanos,
    pub event_id: UUID4,
    pub ts_opened: UnixNanos,
    pub ts_closed: Option<UnixNanos>,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

Represents an event where a position has been closed.

Fields

trader_id: TraderId

The trader ID associated with the event.

strategy_id: StrategyId

The strategy ID associated with the event.

instrument_id: InstrumentId

The instrument ID associated with the event.

position_id: PositionId

The position ID associated with the event.

account_id: AccountId

The account ID associated with the position.

opening_order_id: ClientOrderId

The client order ID for the order which opened the position.

closing_order_id: Option<ClientOrderId>

The client order ID for the order which closed the position.

entry: OrderSide

The position entry order side.

side: PositionSide

The position side.

signed_qty: f64

The current signed quantity (positive for position side LONG, negative for SHORT).

quantity: Quantity

The current open quantity.

peak_quantity: Quantity

The peak directional quantity reached by the position.

last_qty: Quantity

The last fill quantity for the position.

last_px: Price

The last fill price for the position.

currency: Currency

The position quote currency.

avg_px_open: f64

The average open price.

avg_px_close: Option<f64>

The average closing price.

realized_return: f64

The realized return for the position.

realized_pnl: Option<Money>

The realized PnL for the position (including commissions).

unrealized_pnl: Money

The unrealized PnL for the position (including commissions).

duration: DurationNanos

The total open duration (nanoseconds).

event_id: UUID4

The unique identifier for the event.

ts_opened: UnixNanos

UNIX timestamp (nanoseconds) when the position was opened.

ts_closed: Option<UnixNanos>

UNIX timestamp (nanoseconds) when the position was closed.

ts_event: UnixNanos

UNIX timestamp (nanoseconds) when the event occurred.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the event was initialized.

Implementations

impl PositionClosed

pub fn create( position: &Position, fill: &OrderFilled, event_id: UUID4, ts_init: UnixNanos, ) -> Self

Trait Implementations

impl CatalogPathPrefix for PositionClosed

fn path_prefix() -> &'static str

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

impl Clone for PositionClosed

fn clone(&self) -> PositionClosed

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PositionClosed

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for PositionClosed

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

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

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 PositionClosed

fn ts_init(&self) -> UnixNanos

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

impl<'py> IntoPyObject<'py> for PositionClosed

type Target = PositionClosed

The Python output type

type Output = Bound<'py, <PositionClosed 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 PositionClosed

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

const NAME: &str = "PositionClosed"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for PositionClosed

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 an event where a position has been closed.

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

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 = Pyo3MethodsInventoryForPositionClosed

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 PositionClosed

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 PositionClosed

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 PositionClosed

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl DerefToPyAny for PositionClosed

impl StructuralPartialEq for PositionClosed