Struct ParameterOptimizer 

pub struct ParameterOptimizer {
    pub constraints: RebalanceConstraints,
    /* private fields */
}

Optimizer for rebalancing strategy parameters.

Fields

constraints: RebalanceConstraints

Constraints for parameter search.

Implementations

impl ParameterOptimizer

pub fn new() -> Self

Creates a new parameter optimizer with default grids.

pub fn with_price_thresholds(self, thresholds: Vec<Decimal>) -> Self

Sets custom price threshold grid.

pub fn with_il_thresholds(self, thresholds: Vec<Decimal>) -> Self

Sets custom IL threshold grid.

pub fn with_intervals(self, intervals: Vec<u64>) -> Self

Sets custom interval grid.

pub fn with_constraints(self, constraints: RebalanceConstraints) -> Self

Sets constraints.

pub fn optimize_threshold<O: ObjectiveFunction>( &self, config: &OptimizationConfig, range_width: Decimal, objective: &O, ) -> Vec<ThresholdCandidate>

Optimizes threshold strategy parameters.

pub fn optimize_periodic<O: ObjectiveFunction>( &self, config: &OptimizationConfig, range_width: Decimal, objective: &O, ) -> Vec<PeriodicCandidate>

Optimizes periodic strategy parameters.

pub fn optimize_il_limit<O: ObjectiveFunction>( &self, config: &OptimizationConfig, range_width: Decimal, objective: &O, ) -> Vec<ILLimitCandidate>

Optimizes IL limit strategy parameters.

Trait Implementations

impl Clone for ParameterOptimizer

fn clone(&self) -> ParameterOptimizer

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ParameterOptimizer

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

Formats the value using the given formatter.

impl Default for ParameterOptimizer

fn default() -> Self

Returns the “default value” for a type.