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Enum BetSizingError

crates/openquant/src/bet_sizing.rs:7–12  ·  view source on GitHub ↗

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5//! | You have | Entry point | AFML |
6//! | --- | --- | --- |
7//! | a class probability (typically from a meta-label model) | [`bet_size_probability`] | §10.3–10.5, Snippets 10.1–10.3 |
8//! | a price forecast and the current market price | [`bet_size_dynamic`] | §10.6, Snippet 10.4 |
9//! | only the sides and lifespans of the bets | [`bet_size_budget`], [`bet_size_reserve`] | §10.2 |
10//!
11//! Sizes are fractions of the maximum position in `[-1, 1]`, signed by side. The `func`
12//! string arguments select the sizing curve: `"sigmoid"` (`m(x) = x / sqrt(w + x^2)`) or
13//! `"power"` (`m(x) = sgn(x) |x|^w`, which needs the price divergence `x` scaled into
14//! `[-1, 1]`). Any other name is [`BetSizingError::InvalidFunction`].
15//!

Callers

nothing calls this directly

Calls

no outgoing calls

Tested by

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