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Sd2Reading

portfolio_analyzer::sd2::engine

Struct Sd2Reading

pub struct Sd2Reading {Show 20 fields
    pub sd: f64,
    pub lean: f64,
    pub p_up: f64,
    pub side: f64,
    pub intensity: f64,
    pub expected_move_sigma: f64,
    pub expected_move_pct: f64,
    pub horizon: usize,
    pub calibrated_up_probability: f64,
    pub decay_strength: f64,
    pub phase: Option<f64>,
    pub compression: u8,
    pub energy: f64,
    pub group_c: u8,
    pub is_active_fire: bool,
    pub in_squeeze: bool,
    pub vol20: f64,
    pub vol126: f64,
    pub close: f64,
    pub stretch: f64,
}

Expand description

One SD v2 reading.

Fields§

§sd: f64

The SD number, [0, 1].

§lean: f64

Momentum lean after time decay, [-1, 1]. Shown for context; it no longer sets SD’s side (it calls direction at coin-flip rates).

§p_up: f64

Probability of a higher close in horizon bars (market weather + drift).

§side: f64

SD’s side: +1 above 0.5, −1 below (from p_up).

§intensity: f64

Expected-move rank, [0, 1].

§expected_move_sigma: f64

Expected |move| over horizon bars, in σ·√h units (≈0.8 is ordinary).

§expected_move_pct: f64

The same, as a fraction of price (0.05 = 5%).

§horizon: usize§calibrated_up_probability: f64

Historical share of up moves for readings like this one.

§decay_strength: f64

Time-decay strength of the current fire, [0, 1].

§phase: Option<f64>

τ/θ, or None if no squeeze has fired.

§compression: u8§energy: f64§group_c: u8§is_active_fire: bool§in_squeeze: bool§vol20: f64

Daily volatility (20 and 126 bars) at this bar.

§vol126: f64§close: f64§stretch: f64

How far price is from its 21-bar EMA, squashed to (−1, 1).

Trait Implementations§

impl Clone for Sd2Reading

fn clone(&self) -> Sd2Reading

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 Sd2Reading

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for Sd2Reading

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

impl Serialize for Sd2Reading

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

impl Freeze for Sd2Reading

impl RefUnwindSafe for Sd2Reading

impl Send for Sd2Reading

impl Sync for Sd2Reading

impl Unpin for Sd2Reading

impl UnsafeUnpin for Sd2Reading

impl UnwindSafe for Sd2Reading

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

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,