Struct EmbeddingGenerator 

pub struct EmbeddingGenerator { /* private fields */ }

Implementations

impl EmbeddingGenerator

pub fn new(dimension: usize) -> Self

pub fn embed_observation( &self, symbol: &str, timestamp_us: i64, price: f64, volume: f64, spread: f64, ) -> Vec<f32>

Generate embedding from structured data

pub fn embed_signal( &self, strategy_id: &str, symbol: &str, timestamp_us: i64, direction: u8, confidence: f64, features: &[f64], ) -> Vec<f32>

Generate embedding for trading signal

pub fn embed_order( &self, signal_id: &[u8], symbol: &str, side: u8, order_type: u8, quantity: u32, limit_price: Option<f64>, ) -> Vec<f32>

Generate embedding for order

pub fn cosine_similarity(&self, a: &[f32], b: &[f32]) -> f32

Calculate cosine similarity between embeddings

pub fn euclidean_distance(&self, a: &[f32], b: &[f32]) -> f32

Calculate Euclidean distance