rusty_backtest::features::market_impact

Struct MarketImpactAnalyzer

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pub struct MarketImpactAnalyzer { /* private fields */ }
Expand description

Advanced market impact metrics

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impl MarketImpactAnalyzer

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pub fn new(window_size: usize, interval_duration_ms: u64) -> Self

Create a new market impact analyzer

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pub fn update(&mut self, trade: &TradeTick) -> MarketImpactMetrics

Update with new trade and get current impact metrics

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pub fn reset(&mut self)

Reset all calculators

Trait Implementations§

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impl Clone for MarketImpactAnalyzer

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fn clone(&self) -> MarketImpactAnalyzer

Returns a duplicate of the value. Read more
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const fn clone_from(&mut self, source: &Self)

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

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

Formats the value using the given formatter. Read more

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

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