Module lfest::account_tracker

Provides trait and implementations to track accounts performance

Structs

• FullAccountTracker
  Keep track of Account performance statistics. Must update in O(1) and also compute performance measures in O(1).
• NoAccountTracker
  Performs no tracking of account performance
• StatisticalMoments
  The statistical moments of a distribution

Traits

• AccountTracker
  Something that tracks the performance of the Account. This allows for greated flexibility over using the FullAccountTracker which can easily use more than 10GB of RAM due to storage of tick-by-tick returns

Functions

• statistical_moments
  Compute the four statistical moments: mean, std_dev, skew and kurtosis