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PriceModel

trader_bot::simulator

Enum PriceModel

pub enum PriceModel {
    Static,
    RandomWalk {
        volatility: Decimal,
    },
    MeanReverting {
        mean: Decimal,
        reversion_speed: Decimal,
        volatility: Decimal,
    },
    Trending {
        drift: Decimal,
        volatility: Decimal,
    },
}

Expand description

Price model for simulation.

Variants§

Static

Static price (no changes).

RandomWalk

Random walk with given volatility (daily % std dev).

Fields

§volatility: Decimal

Volatility as percentage standard deviation per tick.

MeanReverting

Mean reverting with given parameters.

Fields

§mean: Decimal

Long-term mean price to revert to.

§reversion_speed: Decimal

Speed of reversion (0-1, higher = faster reversion).

§volatility: Decimal

Random volatility component.

Trending with given drift.

Trait Implementations§

impl Clone for PriceModel

fn clone(&self) -> Self

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 PriceModel

impl Debug for PriceModel

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

impl Forget for PriceModel

impl Freeze for PriceModel

impl Move for PriceModel

impl RefUnwindSafe for PriceModel

impl Send for PriceModel

impl Sync for PriceModel

impl Unpin for PriceModel

impl UnsafeUnpin for PriceModel

impl UnwindSafe for PriceModel

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> Instrument for T

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

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

fn in_current_span(self) -> Instrumented<Self> ⓘ

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

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 = !

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, !>

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.

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> ⓘ
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more

fn with_current_subscriber(self) -> WithDispatch<Self> ⓘ

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more