Struct CorrelationState 

pub struct CorrelationState {
    pub config: CorrelationConfig,
    pub asset_stats: Vec<AssetStats>,
    pub pairwise_stats: Vec<PairwiseStats>,
    pub correlation_matrix: Vec<f64>,
    pub prev_correlation_matrix: Vec<f64>,
    pub total_observations: u64,
    pub asset_index: HashMap<u64, usize>,
}

Internal state for real-time correlation tracking.

Fields

config: CorrelationConfig

Configuration.

asset_stats: Vec<AssetStats>

Per-asset statistics.

pairwise_stats: Vec<PairwiseStats>

Pairwise statistics (upper triangular, stored as Vec). Index (i, j) where i < j is at position: i * (n - 1) - i * (i - 1) / 2 + (j - i - 1)

correlation_matrix: Vec<f64>

Cached correlation matrix (full N×N).

prev_correlation_matrix: Vec<f64>

Previous correlation matrix (for change detection).

total_observations: u64

Total observations processed.

asset_index: HashMap<u64, usize>

Asset ID to index mapping.

Implementations

impl CorrelationState

pub fn new(config: CorrelationConfig) -> Self

Create new state with configuration.

Trait Implementations

impl Clone for CorrelationState

fn clone(&self) -> CorrelationState

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CorrelationState

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

Formats the value using the given formatter.

impl Default for CorrelationState

fn default() -> CorrelationState

Returns the “default value” for a type.