rusty_backtest::features::queue

Struct QueueAnalyzer

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

Queue Analyzer for comprehensive queue metrics

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impl QueueAnalyzer

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pub fn new(window_size: usize) -> Self

Create new queue analyzer

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pub fn add_measurement(&mut self, imbalance: f64)

Add queue imbalance measurement

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pub fn get_average_imbalance(&self) -> f64

Get average imbalance over window

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pub fn get_imbalance_volatility(&self) -> f64

Get imbalance volatility (standard deviation)

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