rusty_strategy::vectorized_features

Struct PriceFeatures

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pub struct PriceFeatures {
    pub spread: f64,
    pub mid_price: f64,
    pub book_slope: f64,
}
Expand description

Batch results for price-based ML features

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§spread: f64

The bid-ask spread.

§mid_price: f64

The mid-price.

§book_slope: f64

The order book slope.

Trait Implementations§

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impl Clone for PriceFeatures

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fn clone(&self) -> PriceFeatures

Returns a duplicate of the value. Read more
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const fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for PriceFeatures

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

Formats the value using the given formatter. Read more
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impl Copy for PriceFeatures

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impl<T> Any for T
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fn borrow_mut(&mut self) -> &mut T

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impl<T> CloneToUninit for T
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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided [Span], returning an Instrumented wrapper. Read more
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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> PolicyExt for T
where T: ?Sized,

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fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns [Action::Follow] only if self and other return Action::Follow. Read more
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fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns [Action::Follow] if either self or other returns Action::Follow. Read more
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impl<T> Same for T

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type Output = T

Should always be Self
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type Owned = T

The resulting type after obtaining ownership.
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Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
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type Error = Infallible

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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

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type Error = <U as TryFrom<T>>::Error

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