Struct AltDataAggregator 

pub struct AltDataAggregator { /* private fields */ }

Ingests and queries alternative data across sources and symbols.

Internally keyed by (symbol, source). Only the most-recent data point per (symbol, source) pair is retained for latest() queries; all historical values are retained for anomaly scoring.

Implementations

impl AltDataAggregator

pub fn new() -> Self

Create an empty aggregator.

pub fn ingest(&mut self, point: AltDataPoint)

Ingest a new data point, updating the latest observation and history.

pub fn latest( &self, symbol: &str, source: &AltDataSource, ) -> Option<&AltDataPoint>

Return the most-recent data point for (symbol, source), if any.

pub fn composite_signal( &self, symbol: &str, weights: &HashMap<String, f64>, ) -> f64

Compute a composite signal for symbol as a weighted average of all available source values.

weights maps source debug names (e.g. "SocialSentiment") to their weight. Sources absent from the map receive weight 1.0. Returns 0.0 if no data is available for the symbol.

pub fn signal_correlation(&self, symbol_a: &str, symbol_b: &str) -> Option<f64>

Compute the Pearson correlation between the composite signals of two symbols across matching (symbol, source) time series.

Uses all historical values for each source shared by both symbols. Returns None if there are fewer than 2 aligned observations.

pub fn anomaly_score(&self, symbol: &str, source: &AltDataSource) -> Option<f64>

Compute the z-score of the latest value for (symbol, source) relative to the historical distribution for that source.

Returns None if fewer than 2 historical values exist.

pub fn freshness_check( &self, max_age_hours: u8, now: u64, ) -> Vec<(String, AltDataSource)>

Return all (symbol, source) pairs whose latest observation is older than max_age_hours relative to now (Unix seconds).

Trait Implementations

impl Default for AltDataAggregator

fn default() -> Self

Returns the “default value” for a type.