Enum AnomalyAlgorithm

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pub enum AnomalyAlgorithm {
    StatisticalOutlier {
        threshold_std_dev: f64,
    },
    PatternDeviation {
        pattern_length: usize,
    },
    VolumeAnomaly {
        volume_threshold: f64,
    },
    LatencyAnomaly {
        latency_threshold_ns: u64,
    },
    PriceAnomaly {
        price_change_threshold: f64,
    },
}
Expand description

Anomaly detection algorithm types

Different algorithms for detecting various types of anomalous behavior in trading data and system performance.

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StatisticalOutlier

Detect statistical outliers using standard deviation

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§threshold_std_dev: f64

Number of standard deviations for outlier threshold

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PatternDeviation

Detect deviations from learned patterns

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§pattern_length: usize

Length of pattern sequence to analyze

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VolumeAnomaly

Detect abnormal trading volume

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§volume_threshold: f64

Multiple of average volume to trigger alert

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LatencyAnomaly

Detect unusual latency spikes

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§latency_threshold_ns: u64

Latency threshold in nanoseconds

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PriceAnomaly

Detect abnormal price movements

Fields

§price_change_threshold: f64

Price change threshold as a fraction

Trait Implementations§

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impl Clone for AnomalyAlgorithm

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fn clone(&self) -> AnomalyAlgorithm

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 AnomalyAlgorithm

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

Formats the value using the given formatter. Read more

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