rusty_backtest::features::tardis_features

Struct ExponentialDecayCalculator

pub struct ExponentialDecayCalculator { /* private fields */ }

Expand description

Exponential Decay Rate Calculator

Computes exponential weighted moving statistics for price movements

Implementations§

impl ExponentialDecayCalculator

pub fn new(span: usize) -> Self

Create a new exponential decay calculator with the given span

pub fn update(&mut self, value: f64)

Update the calculator with a new value

pub const fn get_mean(&self) -> f64

Get the current exponentially weighted mean

pub const fn get_std(&self) -> f64

Get the current exponentially weighted standard deviation

pub const fn get_var(&self) -> f64

Get the current exponentially weighted variance

Auto Trait Implementations§

impl Freeze for ExponentialDecayCalculator

impl RefUnwindSafe for ExponentialDecayCalculator

impl Send for ExponentialDecayCalculator

impl Sync for ExponentialDecayCalculator

impl Unpin for ExponentialDecayCalculator

impl UnwindSafe for ExponentialDecayCalculator

Blanket Implementations§

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