Struct TimingConfig

Source

pub struct TimingConfig {
    pub entry: TimingAsk,
    pub exit_certainty: f64,
    pub exit_within: usize,
    pub sell_below_p126: f64,
    pub min_gain: f64,
}

Expand description

Knobs for plan_for.

Fields§

§entry: TimingAsk§exit_certainty: f64

Lowest acceptable fill probability for a sell limit.

§exit_within: usize

Longest wait for a sell limit, trading days.

§sell_below_p126: f64

Verdict “sell” when six-month P(up) is below this. Off (0) by default: walk-forward on 2019+, names with the lowest six-month P(up) went on to do best (see reports/timing_research.txt), so a sell verdict from it would have hurt. Raise it only to experiment.

§min_gain: f64

A sell limit must beat selling now by this much (log) on average.

TimingConfig

Struct TimingConfig Copy item path

Fields§

Trait Implementations§

impl Clone for TimingConfig

fn clone(&self) -> TimingConfig

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

impl Debug for TimingConfig

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

impl Default for TimingConfig

fn default() -> Self

impl Copy for TimingConfig

Auto Trait Implementations§

impl Freeze for TimingConfig

impl RefUnwindSafe for TimingConfig

impl Send for TimingConfig

impl Sync for TimingConfig

impl Unpin for TimingConfig

impl UnsafeUnpin for TimingConfig

impl UnwindSafe for TimingConfig

Blanket Implementations§

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

fn type_id(&self) -> TypeId

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

fn borrow(&self) -> &T

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

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

impl<T> CloneToUninit for Twhere T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

impl<T> From<T> for T

fn from(t: T) -> T

impl<T> Instrument for T

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

fn in_current_span(self) -> Instrumented<Self>

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

fn into(self) -> U

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

fn and<P, B, E>(self, other: P) -> And<T, P>where T: Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>where T: Policy<B, E>, P: Policy<B, E>,

impl<T> ToOwned for Twhere T: Clone,

type Owned = T

fn to_owned(&self) -> T

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

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

type Error = Infallible

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

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

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

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

impl<T> WithSubscriber for T

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

fn with_current_subscriber(self) -> WithDispatch<Self>

Struct TimingConfig

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

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

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

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

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

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>,

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

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

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

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

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