Struct RealTimeCorrelation 

pub struct RealTimeCorrelation { /* private fields */ }

Real-time correlation kernel.

Maintains streaming correlation matrices using Welford’s online algorithm. Supports both Pearson and exponentially weighted correlations. Designed for Ring mode operation with sub-millisecond updates.

Implementations

impl RealTimeCorrelation

pub fn new() -> Self

Create a new real-time correlation kernel.

pub fn with_config(config: CorrelationConfig) -> Self

Create with custom configuration.

pub fn initialize(&self, asset_ids: &[u64])

Initialize with a set of asset IDs.

pub fn update(&self, update: &CorrelationUpdate) -> CorrelationUpdateResult

Process a single update and return correlation changes.

pub fn update_batch( &self, updates: &[CorrelationUpdate], ) -> Vec<CorrelationUpdateResult>

Process a batch of updates.

pub fn get_correlation(&self, asset_i: u64, asset_j: u64) -> Option<f64>

Get current correlation between two assets.

pub fn get_matrix(&self) -> CorrelationMatrixResult

Get full correlation matrix.

pub fn get_row(&self, asset_id: u64) -> Option<Vec<(u64, f64)>>

Get correlation row for a specific asset.

pub fn reset(&self)

Reset state while keeping configuration.

pub fn compute_from_returns(returns: &[Vec<f64>]) -> CorrelationMatrixResult

Batch compute correlation matrix from historical data.

Trait Implementations

impl Clone for RealTimeCorrelation

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RealTimeCorrelation

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

Formats the value using the given formatter.

impl Default for RealTimeCorrelation

fn default() -> Self

Returns the “default value” for a type.

impl GpuKernel for RealTimeCorrelation

fn metadata(&self) -> &KernelMetadata

Returns the kernel metadata.

fn validate(&self) -> Result<(), KernelError>

Validate kernel configuration.

fn id(&self) -> &str

Returns the kernel ID.

fn requires_gpu_native(&self) -> bool

Returns true if this kernel requires GPU-native execution.