Struct OptimizationConfig 

pub struct OptimizationConfig {
    pub mc_iterations: usize,
    pub simulation_steps: usize,
    pub time_step_years: f64,
    pub volatility: f64,
    pub drift: f64,
    pub current_price: Decimal,
    pub pool_liquidity: u128,
    pub fee_rate: Decimal,
    pub tx_cost: Decimal,
}

Configuration for optimization runs.

Fields

mc_iterations: usize

Number of Monte Carlo iterations.

simulation_steps: usize

Number of simulation steps.

time_step_years: f64

Time step in years.

volatility: f64

Volatility assumption.

drift: f64

Drift assumption.

current_price: Decimal

Current price.

pool_liquidity: u128

Pool liquidity.

fee_rate: Decimal

Fee rate.

tx_cost: Decimal

Transaction cost per rebalance.

Implementations

impl OptimizationConfig

pub fn new() -> Self

Creates a new optimization config.

pub fn with_iterations(self, iterations: usize) -> Self

Sets the Monte Carlo iterations.

pub fn with_steps(self, steps: usize) -> Self

Sets the simulation steps.

pub fn with_volatility(self, volatility: f64) -> Self

Sets the volatility.

pub fn with_price(self, price: Decimal) -> Self

Sets the current price.

pub fn with_fee_rate(self, fee_rate: Decimal) -> Self

Sets the fee rate.

Trait Implementations

impl Clone for OptimizationConfig

fn clone(&self) -> OptimizationConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OptimizationConfig

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

Formats the value using the given formatter.

impl Default for OptimizationConfig

fn default() -> Self

Returns the “default value” for a type.