Struct TradingTrajectoryObjectiveConfig 

pub struct TradingTrajectoryObjectiveConfig {
    pub expected_returns: Vec<f64>,
    pub risk_aversion: f64,
    pub impact_coefficients: Vec<f64>,
    pub fixed_ticket_cost: f64,
    pub terminal_inventory_target: i64,
    pub terminal_inventory_penalty: f64,
}

Coefficients of the built-in objective evaluate_trading_path.

Per-step vectors are indexed by step and must have one entry per trade.

Fields

expected_returns: Vec<f64>

Expected return per unit of inventory at each step, earned on the inventory held after that step’s trade.

risk_aversion: f64

Penalty on held inventory each step (path-dependent risk proxy).

Charged as risk_aversion * q_t^2 on the post-trade inventory q_t; must be finite and >= 0.

impact_coefficients: Vec<f64>

Per-step linear impact coefficient applied to |trade|.

Not checked for sign or finiteness (a non-finite result is caught at the end).

fixed_ticket_cost: f64

Fixed per-step ticket cost whenever trade != 0 (non-convex).

Must be finite and >= 0.

terminal_inventory_target: i64

Final inventory the terminal penalty pulls towards.

terminal_inventory_penalty: f64

Coefficient of the quadratic penalty on final inventory - terminal_inventory_target; must be finite and >= 0. A soft counterpart of TradingTrajectorySchema::terminal_inventory, which is a hard constraint.

Trait Implementations

impl Clone for TradingTrajectoryObjectiveConfig

fn clone(&self) -> TradingTrajectoryObjectiveConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TradingTrajectoryObjectiveConfig

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

Formats the value using the given formatter.

impl PartialEq for TradingTrajectoryObjectiveConfig

fn eq(&self, other: &TradingTrajectoryObjectiveConfig) -> 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 StructuralPartialEq for TradingTrajectoryObjectiveConfig