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RealismThresholds

sharpebench_core

Struct RealismThresholds

pub struct RealismThresholds {
    pub min_excess_kurtosis: f64,
    pub min_abs_return_autocorr: f64,
    pub min_aggregational_gaussianity: f64,
    pub min_zumbach_asymmetry: f64,
}

Expand description

Realism-gate thresholds. Defaults are deliberately permissive lower bounds — a dataset only has to clear each stylized fact, not match any particular market.

Fields§

§min_excess_kurtosis: f64

Minimum excess kurtosis to count as fat-tailed.

§min_abs_return_autocorr: f64

Minimum lag-1 |return| autocorrelation to count as volatility-clustered.

§min_aggregational_gaussianity: f64

Minimum excess-kurtosis drop under aggregation to count as aggregationally Gaussian.

§min_zumbach_asymmetry: f64

Minimum |Zumbach asymmetry| to count as time-reversal-asymmetric.

Trait Implementations§

impl Clone for RealismThresholds

fn clone(&self) -> RealismThresholds

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more

impl Copy for RealismThresholds

impl Debug for RealismThresholds

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

Formats the value using the given formatter. Read more

impl Default for RealismThresholds

fn default() -> RealismThresholds

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

Auto Trait Implementations§

impl Freeze for RealismThresholds

impl RefUnwindSafe for RealismThresholds

impl Send for RealismThresholds

impl Sync for RealismThresholds

impl Unpin for RealismThresholds

impl UnsafeUnpin for RealismThresholds

impl UnwindSafe for RealismThresholds

Blanket Implementations§

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

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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

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

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

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

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

Performs copy-assignment from self to dest. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

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

fn into(self) -> U

Calls U::from(self).

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

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

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

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.