Struct TimingModel 

pub struct TimingModel {
    pub long: Vec<LongModel>,
    pub windows: Vec<usize>,
    pub tables: Vec<Vec<LowTable>>,
    pub unconditional: Vec<LowTable>,
    pub exit_tables: Vec<Vec<LowTable>>,
    pub exit_unconditional: Vec<LowTable>,
    pub min_rows: usize,
    pub fitted_on: String,
}

Everything the timing indicator needs at run time. Produced by sd_timing research and embedded from timing_model.json.

Fields

long: Vec<LongModel>

One per LONG_HORIZONS.

windows: Vec<usize>

tables: Vec<Vec<LowTable>>

tables[window][bucket], 30 buckets (3 states × 10 deciles).

unconditional: Vec<LowTable>

unconditional[window]: the same table ignoring SD (the fallback, and the baseline SD has to beat).

exit_tables: Vec<Vec<LowTable>>

The exit mirror: quantiles of z_max (highest high), same layout.

exit_unconditional: Vec<LowTable>

min_rows: usize

Buckets with fewer rows than this fall back to unconditional.

fitted_on: String

Implementations

impl TimingModel

pub fn embedded() -> Self

pub fn exit_table(&self, w: usize, bucket: usize) -> &LowTable

The exit table for a window index and bucket (falls back when thin).

pub fn table(&self, w: usize, bucket: usize) -> &LowTable

The table for a window index and bucket (falls back when thin).

pub fn long_p(&self, row: &[f64]) -> (f64, f64)

Long-term probabilities from a direction_frame row.

pub fn plan( &self, r: &Sd2Reading, long_row: &[f64], ask: TimingAsk, ) -> EntryPlan

Choose how to buy, given today’s SD reading and long-term row.

impl TimingModel

pub fn exit_plan( &self, r: &Sd2Reading, cfg: &TimingConfig, sell: bool, ) -> ExitPlan

Choose how to sell, given today’s reading and whether the verdict is sell.

Trait Implementations

impl Clone for TimingModel

fn clone(&self) -> TimingModel

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TimingModel

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for TimingModel

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for TimingModel

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

where __S: Serializer,

Serialize this value into the given Serde serializer.