Struct AnalyticalOptimizer 

pub struct AnalyticalOptimizer {
    pub range_widths: Vec<Decimal>,
    pub constraints: OptimizationConstraints,
}

Simple analytical optimizer for quick estimates.

Uses simplified formulas instead of full Monte Carlo simulation.

Fields

range_widths: Vec<Decimal>

Grid of range widths to evaluate.

constraints: OptimizationConstraints

Constraints.

Implementations

impl AnalyticalOptimizer

pub fn new() -> Self

Creates a new analytical optimizer.

pub fn estimate_fees( &self, width: Decimal, config: &OptimizationConfig, time_in_range: Decimal, ) -> Decimal

Estimates fees for a given range width.

Narrower ranges earn more fees when in range but are in range less often.

pub fn estimate_il(&self, width: Decimal, volatility: f64) -> Decimal

Estimates IL for a given range width and volatility.

Narrower ranges have higher IL when price moves out of range.

pub fn estimate_time_in_range(&self, width: Decimal, volatility: f64) -> Decimal

Estimates time in range for a given width and volatility.

Trait Implementations

impl Clone for AnalyticalOptimizer

fn clone(&self) -> AnalyticalOptimizer

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AnalyticalOptimizer

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

Formats the value using the given formatter.

impl Default for AnalyticalOptimizer

fn default() -> AnalyticalOptimizer

Returns the “default value” for a type.

impl Optimizer for AnalyticalOptimizer

fn optimize<O: ObjectiveFunction>( &self, config: &OptimizationConfig, objective: &O, ) -> Vec<CandidateResult>

Runs the optimization and returns ranked candidates.

fn best<O: ObjectiveFunction>( &self, config: &OptimizationConfig, objective: &O, ) -> Option<CandidateResult>

Returns the best candidate.