Struct PortfolioConfig 

pub struct PortfolioConfig {
    pub use_mark_prices: bool,
    pub use_mark_xrates: bool,
    pub bar_updates: bool,
    pub convert_to_account_base_currency: bool,
    pub min_account_state_logging_interval_ms: Option<u64>,
    pub debug: bool,
}

Configuration for Portfolio instances.

Fields

use_mark_prices: bool

The type of prices used for portfolio calculations, such as unrealized PnLs. If false (default), uses quote prices if available; otherwise, last trade prices (or falls back to bar prices if bar_updates is true). If true, uses mark prices.

use_mark_xrates: bool

The type of exchange rates used for portfolio calculations. If false (default), uses quote prices. If true, uses mark prices.

bar_updates: bool

If external bars should be considered for updating unrealized PnLs.

convert_to_account_base_currency: bool

If calculations should be converted into each account’s base currency. This setting is only effective for accounts with a specified base currency.

min_account_state_logging_interval_ms: Option<u64>

The minimum interval (milliseconds) between logging account state events for the same account. When set, account state updates will only be logged if this much time has passed since the last log. Useful for HFT deployments to prevent excessive logging when account states change rapidly.

debug: bool

If debug mode is active (will provide extra debug logging).

Implementations

impl PortfolioConfig

pub fn builder() -> PortfolioConfigBuilder

Create an instance of PortfolioConfig using the builder syntax

Trait Implementations

impl Clone for PortfolioConfig

fn clone(&self) -> PortfolioConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PortfolioConfig

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

Formats the value using the given formatter.

impl Default for PortfolioConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for PortfolioConfig

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 PortfolioConfig

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<'py> IntoPyObject<'py> for PortfolioConfig

type Target = PortfolioConfig

The Python output type

type Output = Bound<'py, <PortfolioConfig 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 PyClass for PortfolioConfig

const NAME: &str = "PortfolioConfig"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for PortfolioConfig

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 = /// Configuration for `Portfolio` instances.

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

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 = Pyo3MethodsInventoryForPortfolioConfig

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 PortfolioConfig

const TEXT_SIGNATURE: &'static str = "(use_mark_prices=None, use_mark_xrates=None, bar_updates=None, convert_to_account_base_currency=None, min_account_state_logging_interval_ms=None, debug=None)"

impl PyStubType for PortfolioConfig

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 PortfolioConfig

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 PortfolioConfig

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Copy for PortfolioConfig

impl DerefToPyAny for PortfolioConfig