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AlphaConfig

sandbox_quant::config

Struct AlphaConfig 

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pub struct AlphaConfig {
Show 22 fields
    pub enabled: bool,
    pub mode: String,
    pub lookback_trades: usize,
    pub prior_a: f64,
    pub prior_b: f64,
    pub tail_prior_a: f64,
    pub tail_prior_b: f64,
    pub recency_lambda: f64,
    pub shrink_k: f64,
    pub loss_threshold_usdt: f64,
    pub gamma_tail_penalty: f64,
    pub fee_slippage_penalty_usdt: f64,
    pub entry_gate_min_alpha_usdt: f64,
    pub forward_p_win: f64,
    pub forward_target_rr: f64,
    pub predictor_mu: f64,
    pub predictor_sigma_spot: f64,
    pub predictor_sigma_futures: f64,
    pub futures_multiplier: f64,
    pub predictor_ewma_alpha_mean: f64,
    pub predictor_ewma_alpha_var: f64,
    pub predictor_min_sigma: f64,

}

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§enabled: bool§mode: String§lookback_trades: usize§prior_a: f64§prior_b: f64§tail_prior_a: f64§tail_prior_b: f64§recency_lambda: f64§shrink_k: f64§loss_threshold_usdt: f64§gamma_tail_penalty: f64§fee_slippage_penalty_usdt: f64§entry_gate_min_alpha_usdt: f64§forward_p_win: f64§forward_target_rr: f64§predictor_mu: f64§predictor_sigma_spot: f64§predictor_sigma_futures: f64§futures_multiplier: f64§predictor_ewma_alpha_mean: f64§predictor_ewma_alpha_var: f64§predictor_min_sigma: f64

Trait Implementations§

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impl Clone for AlphaConfig

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fn clone(&self) -> AlphaConfig

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 AlphaConfig

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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 AlphaConfig

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for AlphaConfig

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

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