rusty_backtest::features::tardis_features

Struct PriceEntropyCalculator

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

Entropy of Price Changes Calculator

Measures the randomness or predictability of price movements

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impl PriceEntropyCalculator

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pub fn new(window_size: usize) -> Self

Create a new price entropy calculator

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pub fn update(&mut self, price: Decimal) -> f64

Update with new price and calculate Shannon entropy

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