Fix CI workflow: use correct rust-toolchain action (#1)
* Fix CI workflow: use correct rust-toolchain action * Fix CI: resolve Rust compilation and formatting issues - Fix rust-toolchain action name in CI workflow - Add missing Direction import in test modules - Add missing entry_fees argument to open_position test calls - Comment out nightly-only rustfmt options - Auto-format code with cargo fmt
This commit is contained in:
@@ -36,10 +36,7 @@ impl SlippageModel {
|
||||
|
||||
/// Create a volume-based slippage model.
|
||||
pub fn volume_based(base: f64, volume_factor: f64) -> Self {
|
||||
SlippageModel::VolumeBased {
|
||||
base,
|
||||
volume_factor,
|
||||
}
|
||||
SlippageModel::VolumeBased { base, volume_factor }
|
||||
}
|
||||
|
||||
/// Calculate slippage for a trade.
|
||||
@@ -66,10 +63,7 @@ impl SlippageModel {
|
||||
SlippageModel::None => 0.0,
|
||||
SlippageModel::Percentage(rate) => price * rate,
|
||||
SlippageModel::Fixed(points) => *points,
|
||||
SlippageModel::VolumeBased {
|
||||
base,
|
||||
volume_factor,
|
||||
} => {
|
||||
SlippageModel::VolumeBased { base, volume_factor } => {
|
||||
if let Some(vol) = volume {
|
||||
if vol > 0.0 {
|
||||
base * (1.0 / (1.0 + vol * volume_factor))
|
||||
@@ -131,11 +125,7 @@ pub struct MarketImpact {
|
||||
impl MarketImpact {
|
||||
/// Create a new market impact model.
|
||||
pub fn new(temporary: f64, permanent: f64, adv: f64) -> Self {
|
||||
Self {
|
||||
temporary_impact: temporary,
|
||||
permanent_impact: permanent,
|
||||
avg_daily_volume: adv,
|
||||
}
|
||||
Self { temporary_impact: temporary, permanent_impact: permanent, avg_daily_volume: adv }
|
||||
}
|
||||
|
||||
/// Calculate market impact for an order.
|
||||
|
||||
Reference in New Issue
Block a user