rusty_strategy::dual_mode_features

Struct DualModeOFI

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pub struct DualModeOFI<const N: usize = 32> { /* private fields */ }
Expand description

Order Flow Imbalance (OFI) dual-mode implementation Order Flow Imbalance (OFI) dual-mode implementation.

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impl<const N: usize> DualModeOFI<N>

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pub fn new(window_size: usize) -> Self

Creates a new DualModeOFI with the given window size.

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impl<const N: usize> DualModeFeature<N> for DualModeOFI<N>

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fn calculate_incremental( &mut self, update: &MarketUpdate<N, 16>, ) -> FeatureValue

Calculate feature incrementally for real-time trading
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fn calculate_batch(&self, data: &[MarketData]) -> Vec<FeatureValue>

Calculate feature in batch mode for backtesting
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fn name(&self) -> &'static str

Get feature name
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fn reset(&mut self)

Reset internal state

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impl<const N: usize> Freeze for DualModeOFI<N>

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impl<const N: usize> RefUnwindSafe for DualModeOFI<N>

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impl<const N: usize> Send for DualModeOFI<N>

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impl<const N: usize> Sync for DualModeOFI<N>

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impl<const N: usize> Unpin for DualModeOFI<N>

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impl<const N: usize> UnwindSafe for DualModeOFI<N>

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impl<T> Any for T
where T: 'static + ?Sized,

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Gets the TypeId of self. Read more
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fn borrow_mut(&mut self) -> &mut T

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impl<T> From<T> for T

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Calls U::from(self).

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where T: Policy<B, E>, P: Policy<B, E>,

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where T: Policy<B, E>, P: Policy<B, E>,

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type Output = T

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