Struct LowTable 

pub struct LowTable {
    pub quantiles: Vec<f64>,
    pub median: f64,
    pub low_day: f64,
    pub effective: Vec<f64>,
    pub n: usize,
}

The distribution of z_min (and what happened next) for one bucket.

Fields

quantiles: Vec<f64>

101 quantiles of z_min, from the 0th to the 100th percentile.

median: f64

Median z_min: the typical lowest point of the window.

low_day: f64

Median day of the low (for exit tables: of the high), as a fraction of the window (0..1).

effective: Vec<f64>

Mean effective entry (exit tables: exit), as a log ratio to today’s close, for each of CERTAINTIES: limit price if filled, day-N close if not.

n: usize

Rows behind this table.

Implementations

impl LowTable

pub fn cdf(&self, z: f64) -> f64

P(z_min ≤ z), interpolated from the stored quantiles.

pub fn quantile(&self, c: f64) -> f64

The c-quantile of z_min: the limit, in z units, that history reached c of the time.

Trait Implementations

impl Clone for LowTable

fn clone(&self) -> LowTable

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LowTable

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

Formats the value using the given formatter.

impl Default for LowTable

fn default() -> LowTable

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for LowTable

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for LowTable

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.