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

Class OuProcessParams

crates/openquant/src/synthetic_backtesting.rs:15–22  ·  view source on GitHub ↗

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13
14#[derive(Debug, Clone, Copy, PartialEq)]
15pub struct OuProcessParams {
16 pub phi: f64,
17 pub intercept: f64,
18 pub equilibrium: f64,
19 pub sigma: f64,
20 pub r_squared: f64,
21 pub stationary: bool,
22}
23
24#[derive(Debug, Clone, Copy, PartialEq)]
25pub struct TradingRule {

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