Struct RebalancingEngine 

pub struct RebalancingEngine { /* private fields */ }

Rebalancing engine

Implementations

impl RebalancingEngine

pub fn new() -> Self

pub fn initialize(&mut self) -> Result<(), FinancialError>

pub fn register_strategy(&mut self, strategy: RebalancingStrategy)

Register a rebalancing strategy, keyed by strategy.strategy_id.

pub fn get_strategy(&self, strategy_id: &str) -> Option<&RebalancingStrategy>

Look up a registered strategy by id.

pub fn calculate_drift(portfolio: &Portfolio) -> HashMap<String, f64>

Compute the current portfolio weights (market_value / total) keyed by asset_id. These are the “drifted” weights that rebalance compares against a strategy’s target_weights. Returns an empty map when the portfolio has no positive market value.

pub fn rebalance( &self, portfolio: &mut Portfolio, strategy: &RebalancingStrategy, ) -> Result<Vec<RebalanceTrade>, FinancialError>

Compute drift against strategy.target_weights and, for any asset whose drift exceeds strategy.parameters.deviation_threshold, generate a RebalanceTrade that would move the asset back to its target weight.

Trades are sized in units: quantity = |target_value − current_value| / current_price, where target_value = target_weight · total_value. The portfolio is not mutated by this method — it only proposes trades; applying them (and their costs) is the execution layer’s job.