Struct PredictabilityTracker 

pub struct PredictabilityTracker { /* private fields */ }

Streaming predictability index: the R^2 of an OLS fit over the trailing window_len closes — close to 1.0 means a clean, linear trend; close to 0.0 means noisy/directionless movement.

Implementations

impl PredictabilityTracker

pub fn new(window_len: usize) -> Self

pub fn reset(&mut self)

pub fn update(&mut self, close: f64) -> Option<f64>

Returns None until window_len values have been fed.

Trait Implementations

impl Clone for PredictabilityTracker

fn clone(&self) -> PredictabilityTracker

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PredictabilityTracker

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

Formats the value using the given formatter.