pub enum NormMethod {
MinMax,
ZScore,
Percentile,
}Expand description
Method used to normalise a signal’s output stream.
Variants§
MinMax
Scales the value to [0, 1] using the rolling min/max over the last window bars.
output = (value - min) / (max - min)
ZScore
Standardises to zero mean and unit variance over the last window bars.
output = (value - mean) / std_dev
Percentile
Expresses the value as its percentile rank within the last window bars.
output ∈ [0, 1] where 1.0 = largest value in the window.
Trait Implementations§
Source§impl Clone for NormMethod
impl Clone for NormMethod
impl Copy for NormMethod
Source§impl Debug for NormMethod
impl Debug for NormMethod
impl Eq for NormMethod
Source§impl PartialEq for NormMethod
impl PartialEq for NormMethod
impl StructuralPartialEq for NormMethod
Auto Trait Implementations§
impl Freeze for NormMethod
impl RefUnwindSafe for NormMethod
impl Send for NormMethod
impl Sync for NormMethod
impl Unpin for NormMethod
impl UnsafeUnpin for NormMethod
impl UnwindSafe for NormMethod
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more