Struct KalmanHedgeRatioOutput

Source

pub struct KalmanHedgeRatioOutput {
    pub hedge_ratio: f64,
    pub intercept: f64,
    pub spread: f64,
}

Expand description

Output of KalmanHedgeRatio.

Fields§

§hedge_ratio: f64

Current hedge ratio β — the filtered slope of a on b.

§intercept: f64

Current intercept α — the filtered level offset.

§spread: f64

Forecast error a − (α + β·b): how far the latest a sits from the Kalman-predicted relationship. This is the tradeable spread signal.

Trait Implementations§

Source §

impl Clone for KalmanHedgeRatioOutput

Source §

fn clone(&self) -> KalmanHedgeRatioOutput

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

Source §

impl Copy for KalmanHedgeRatioOutput

Source §

impl Debug for KalmanHedgeRatioOutput

Source §

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

Formats the value using the given formatter. Read more

Source §

impl PartialEq for KalmanHedgeRatioOutput

Source §

fn eq(&self, other: &KalmanHedgeRatioOutput) -> bool

Tests for self and other values to be equal, and is used by ==.

1.0.0 (const: unstable) · Source§

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

Source §

impl StructuralPartialEq for KalmanHedgeRatioOutput

Auto Trait Implementations§

§

impl UnwindSafe for KalmanHedgeRatioOutput

Blanket Implementations§

Source §

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

Source §

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

Source §

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

Source §

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

Source §

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

Source §

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

Mutably borrows from an owned value. Read more

Source §

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

Source §

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

Source §

impl<T> From<T> for T

Source §

fn from(t: T) -> T

Returns the argument unchanged.

Source §

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

Source §

fn into(self) -> U

Calls U::from(self).

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

Source §

impl<T> IntoEither for T

Source §

fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

Source §

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

Source §