tdb_core::postprocessing::histogram

Struct Histogram

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pub struct Histogram {
    pub boundaries: Vec<f64>,
    /* private fields */
}
Expand description

Create a histogram along some dimension, for example price Basically, put a list of prices into bins

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§boundaries: Vec<f64>

lower boundary of the bin

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impl Histogram

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pub fn new(prices: &[f64], bin_count: BinCount, m: f64) -> Histogram

create a new histogram from a list of price and reject outliers m is the threshold for z-score

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pub fn to_bin(&self, price: f64) -> Option<f64>

convert value to lower boundary of the bin

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pub fn from( ups: &[Update], step_bins: BinCount, tick_bins: BinCount, m: f64, ) -> (Histogram, Histogram)

get spatial temporal histograms from a list of update returns price history and time histogram m is value of z-score cutoff

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pub fn index(&self, price: f64) -> usize

get index of the bin based on boundary price which is the lower boundary of the bin

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impl Debug for Histogram

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

Formats the value using the given formatter. Read more

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