Expand description
§Classic SD (v1), every bar at once
sd.rs answers “what is SD right now?” by recomputing everything for
the last bar. A backtest asks that question thousands of times per
stock, so this module runs the same logic once over the whole history and
returns one state per bar. It is the baseline every v2 idea has to
beat, so it deliberately copies v1, warts and all (single 21-bar
compression, AO-only momentum, a one-bar AO colour change kills the move).
tests::matches_sd_rs_on_the_last_bar pins it to sd.rs.
Structs§
- Classic
Series - Per-bar classic SD.