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Market

portfolio_analyzer::research

Struct Market 

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pub struct Market {
    pub dates: Vec<NaiveDate>,
    pub close: Vec<f64>,
    pub ctx: Vec<[f64; 3]>,
}
Expand description

Market context from SPY, joined by date.

A single stock’s squeeze does not fire in a vacuum: in a calm, rising market, breakouts tend to resolve upward; in a falling, volatile one the downside breaks are fast and large. These three numbers let the model know which weather it is in.

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§dates: Vec<NaiveDate>§close: Vec<f64>§ctx: Vec<[f64; 3]>

[trend vs 200-day average in σ, 126-day time-series momentum, vol ratio 20/126]

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impl Market

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pub fn new(spy: &[DatedBar]) -> Self

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pub fn close_on(&self, d: NaiveDate) -> Option<f64>

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pub fn context(&self, d: NaiveDate) -> [f64; 3]

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