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TradeStatsWindow

sandbox_quant::ev::types

Struct TradeStatsWindow 

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pub struct TradeStatsWindow {
    pub samples: Vec<TradeStatsSample>,
}

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§samples: Vec<TradeStatsSample>

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impl TradeStatsWindow

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pub fn n_eff(&self, recency_lambda: f64) -> f64

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pub fn weighted_win_loss(&self, recency_lambda: f64) -> (f64, f64)

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pub fn weighted_tail_events( &self, recency_lambda: f64, loss_threshold_usdt: f64, ) -> (f64, f64)

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pub fn weighted_avg_win_loss(&self, recency_lambda: f64) -> (f64, f64)

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pub fn median_holding_ms(&self) -> u64

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pub fn q05_loss_abs_usdt(&self) -> f64

Trait Implementations§

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impl Clone for TradeStatsWindow

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fn clone(&self) -> TradeStatsWindow

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for TradeStatsWindow

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

Formats the value using the given formatter. Read more
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impl Default for TradeStatsWindow

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fn default() -> TradeStatsWindow

Returns the “default value” for a type. Read more

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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