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KalmanYModel

sandbox_quant::predictor

Struct KalmanYModel 

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pub struct KalmanYModel { /* private fields */ }

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impl KalmanYModel

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pub fn new(cfg: KalmanYModelConfig) -> Self

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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 KalmanYModel

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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 KalmanYModel

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fn default() -> KalmanYModel

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

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