Struct RegimeEnsemble 

pub struct RegimeEnsemble {
    pub weights: Vec<f64>,
}

A weighted ensemble of market regimes.

Fields

weights: Vec<f64>

Implementations

impl RegimeEnsemble

pub fn new(weights: Vec<f64>) -> Self

pub fn vote(&self, regimes: &[MarketRegime]) -> MarketRegime

Combines multiple regimes into a single consensus regime.

Arguments

• regimes - A slice of regimes from different models.

Trait Implementations

impl Clone for RegimeEnsemble

fn clone(&self) -> RegimeEnsemble

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RegimeEnsemble

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for RegimeEnsemble

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for RegimeEnsemble

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.