Enum PredictorModel

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pub enum PredictorModel {
Show 13 variants
    Ewma(EwmaYModel),
    Ar1(Ar1YModel),
    Holt(HoltYModel),
    Kalman(KalmanYModel),
    LinearRls(LinearRlsYModel),
    TsmomRls(TsmomRlsYModel),
    MeanRevOu(MeanRevOuYModel),
    VolScaledMom(VolScaledMomYModel),
    VarRatioAdapt(VarRatioAdaptYModel),
    MicroRevAr(MicroRevArYModel),
    SelfCalibMom(SelfCalibMomYModel),
    FeatureRls(FeatureRlsYModel),
    CrossAssetMacroRls(CrossAssetMacroRlsYModel),
}

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CrossAssetMacroRls(CrossAssetMacroRlsYModel)

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impl PredictorModel

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pub fn observe_price(&mut self, instrument: &str, price: f64)

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pub fn observe_signal_price( &mut self, instrument: &str, source_tag: &str, signal: &Signal, price: f64, )

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pub fn estimate_base( &self, instrument: &str, fallback_mu: f64, fallback_sigma: f64, ) -> YNormal

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pub fn estimate_for_signal( &self, instrument: &str, source_tag: &str, signal: &Signal, fallback_mu: f64, fallback_sigma: f64, ) -> YNormal

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impl Debug for PredictorModel

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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 Freeze for PredictorModel

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impl RefUnwindSafe for PredictorModel

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impl Send for PredictorModel

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impl Sync for PredictorModel

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impl Unpin for PredictorModel

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impl UnsafeUnpin for PredictorModel

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impl UnwindSafe for PredictorModel

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T> Instrument for T

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more

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fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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