Struct backtester::models::Signals

pub struct Signals {
    pub eq: (Option<f64>, Option<f64>),
    pub neq: (Option<f64>, Option<f64>),
    pub gt: (Option<f64>, Option<f64>),
    pub lt: (Option<f64>, Option<f64>),
    pub signal_type: SignalType,
}

Fields

eq: (Option<f64>, Option<f64>)

neq: (Option<f64>, Option<f64>)

gt: (Option<f64>, Option<f64>)

lt: (Option<f64>, Option<f64>)

signal_type: SignalType

Implementations

impl Signals

pub fn new( eq: (Option<f64>, Option<f64>), neq: (Option<f64>, Option<f64>), gt: (Option<f64>, Option<f64>), lt: (Option<f64>, Option<f64>), signal_type: SignalType ) -> Self

pub fn generate_signals(&self, series: &Vec<f64>) -> Vec<f64>

Generate Signals Calculates whether in position or not based on Triggers

pub fn consolidate_signals(&self, signals_arr: Vec<Vec<f64>>) -> Vec<f64>

Consolidate Signals Takes in an array of signals and creates a consolidated Signal for whether should be long, short or neutral

Trait Implementations

impl Debug for Signals

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Signals

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.