Struct CorrelationConfig 

pub struct CorrelationConfig {
    pub n_assets: usize,
    pub correlation_type: CorrelationType,
    pub decay_factor: f64,
    pub min_observations: usize,
    pub change_threshold: f64,
}

Configuration for correlation computation.

Fields

n_assets: usize

Number of assets to track.

correlation_type: CorrelationType

Type of correlation to compute.

decay_factor: f64

Exponential decay factor (0-1, higher = more weight to recent). Only used for Exponential correlation type.

min_observations: usize

Minimum observations before computing correlation.

change_threshold: f64

Threshold for significant correlation change alerts.

Trait Implementations

impl Clone for CorrelationConfig

fn clone(&self) -> CorrelationConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CorrelationConfig

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

Formats the value using the given formatter.

impl Default for CorrelationConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for CorrelationConfig

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for CorrelationConfig

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

where __S: Serializer,

Serialize this value into the given Serde serializer.