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Sample

portfolio_analyzer::research

Struct Sample

pub struct Sample {Show 19 fields
    pub symbol: u16,
    pub date: NaiveDate,
    pub split: Split,
    pub x: Vec<f64>,
    pub mag_x: Vec<f64>,
    pub fwd: [f64; 4],
    pub barrier: f64,
    pub excess: [f64; 4],
    pub vol: f64,
    pub close: f64,
    pub classic_score: f64,
    pub alive: bool,
    pub comp: u8,
    pub fired_start: bool,
    pub phase: f64,
    pub energy: f64,
    pub tier21: u8,
    pub tier10: u8,
    pub bars_in_squeeze: usize,
}

Expand description

One (symbol, bar) observation.

Fields§

§symbol: u16§date: NaiveDate§split: Split§x: Vec<f64>§mag_x: Vec<f64>

Direction-free inputs for the movement model.

§fwd: [f64; 4]

Real forward log return for each of HORIZONS; NaN if unavailable.

§barrier: f64

+1 if the upper barrier was touched first, -1 lower, 0 neither / both.

§excess: [f64; 4]

Forward log return of the symbol minus SPY’s, per horizon.

§vol: f64

Daily volatility at the cutoff, so moves can be expressed in σ units.

§close: f64§classic_score: f64§alive: bool§comp: u8§fired_start: bool§phase: f64

τ/θ: how far through its expected life the current fire is (NaN if not fired).

§energy: f64§tier21: u8§tier10: u8§bars_in_squeeze: usize

Trait Implementations§

impl Clone for Sample

fn clone(&self) -> Sample

Returns a duplicate of the value. Read more

1.0.0 · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more

impl Debug for Sample

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

impl Freeze for Sample

impl RefUnwindSafe for Sample

impl Send for Sample

impl Sync for Sample

impl Unpin for Sample

impl UnsafeUnpin for Sample

impl UnwindSafe for Sample

Blanket Implementations§

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

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

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

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

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

Instruments this type with the provided [Span], returning an Instrumented wrapper. Read more

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

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

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

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

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

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

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

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a [WithDispatch] wrapper. Read more

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a [WithDispatch] wrapper. Read more