rusty_backtest::features::asymmetry

Struct MultiTimeframeMetrics

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pub struct MultiTimeframeMetrics {
    pub short_term: AsymmetryMetrics,
    pub medium_term: AsymmetryMetrics,
    pub long_term: AsymmetryMetrics,
    pub short_medium_divergence: f64,
    pub medium_long_divergence: f64,
    pub trend_aligned: bool,
    pub composite_signal: f64,
}
Expand description

Multi-timeframe metrics

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§short_term: AsymmetryMetrics

Short-term asymmetry metrics (10 samples)

§medium_term: AsymmetryMetrics

Medium-term asymmetry metrics (50 samples)

§long_term: AsymmetryMetrics

Long-term asymmetry metrics (200 samples)

§short_medium_divergence: f64

Absolute divergence between short and medium term signals

§medium_long_divergence: f64

Absolute divergence between medium and long term signals

§trend_aligned: bool

Whether all timeframes show the same directional bias

§composite_signal: f64

Weighted composite signal from all timeframes

Trait Implementations§

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impl Clone for MultiTimeframeMetrics

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fn clone(&self) -> MultiTimeframeMetrics

Returns a duplicate of the value. Read more
1.0.0 · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for MultiTimeframeMetrics

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

Formats the value using the given formatter. Read more

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