sandbox_quant::strategy::volatility_compression

Struct VolatilityCompressionStrategy

pub struct VolatilityCompressionStrategy { /* private fields */ }

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impl VolatilityCompressionStrategy

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pub fn new( period: usize, threshold_bps: usize, min_ticks_between_signals: u64, ) -> Self

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pub fn on_tick(&mut self, tick: &Tick) -> Signal

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pub fn mean_value(&self) -> Option<f64>

Trait Implementations§

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impl Debug for VolatilityCompressionStrategy

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

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impl UnwindSafe for VolatilityCompressionStrategy

Blanket Implementations§

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

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impl<T> From<T> for T

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fn from(t: T) -> T

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

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