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run_clock

portfolio_analyzer::sd2::squeeze

Function run_clock 

Source 
pub fn run_clock(comp: &[u8], mom_flip: &[bool]) -> ClockSeries
Expand description

Run the paper’s state machine over a whole compression series.

  • comp[t] is 0 (none), 1 (low), 2 (mid) or 3 (high compression).
  • mom_flip[t] is true when momentum changed direction on bar t.