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Class LabeledEvent

crates/openquant/src/labeling.rs:22–28  ·  view source on GitHub ↗

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20
21#[derive(Debug, Clone, PartialEq)]
22pub struct LabeledEvent {
23 pub timestamp: NaiveDateTime,
24 pub ret: f64,
25 pub trgt: f64,
26 pub label: i8,
27 pub side: Option<f64>,
28}
29
30/// Add vertical barrier for each event by shifting timestamp forward.
31pub fn add_vertical_barrier(

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