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hub / github.com/Open-Quant/openquant / EarlyWarningSnapshot

Class EarlyWarningSnapshot

crates/openquant/src/streaming_hpc.rs:83–91  ·  view source on GitHub ↗

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81
82#[derive(Debug, Clone, Copy, PartialEq)]
83pub struct EarlyWarningSnapshot {
84 pub timestamp_ns: i64,
85 pub price: f64,
86 pub vpin: Option<f64>,
87 pub hhi: Option<f64>,
88 /// Simple normalized alert score for operations dashboards.
89 pub normalized_risk_score: Option<f64>,
90 pub is_alert: bool,
91}
92
93#[derive(Debug, Clone, Copy, PartialEq)]
94pub struct StreamingRunMetrics {

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