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crates/cre8-app-capitalstrategy/src/multi_solver.rs
Items
type WeightVector const MAX_WEIGHT_PER_CANDIDATE const MIN_WEIGHT_ELIGIBLE
Functions
By call-graph weight (PageRank; 1.0 is the average function). 38 functions in all.
| function | kind | lines | cyclomatic | callers | callees | weight | crystal |
|---|---|---|---|---|---|---|---|
| normalize_and_capsrc/multi_solver.rs:564 | fn | 15 | 7 | 8 | 2 | 2 | |
| scale_uncappedsrc/multi_solver.rs:627 | fn | 9 | 3 | 2 | 0 | 2 | |
| make_scoredsrc/multi_solver.rs:676 | fn | 20 | 1 | 8 | 0 | 1.5 | |
| normalize_cap_iterationsrc/multi_solver.rs:580 | fn | 6 | 1 | 1 | 3 | 1.4 | |
| finalize_weight_vectorsrc/multi_solver.rs:637 | fn | 8 | 1 | 1 | 0 | 1.4 | |
| allocate_long_onlysrc/multi_solver.rs:41 | fn | 14 | 6 | 3 | 5 | 1.1 | |
| normalize_weightssrc/multi_solver.rs:367 | fn | 9 | 3 | 2 | 0 | 1.1 | |
| solve_risk_parity_weightssrc/multi_solver.rs:377 | fn | 13 | 3 | 2 | 2 | 1.1 | |
| _to_mapsrc/multi_solver.rs:647 | fn | 3 | 1 | 5 | 0 | 1 | |
| risk_parity_coordinate_weightsrc/multi_solver.rs:391 | fn | 12 | 1 | 1 | 0 | 0.9 | |
| signed_mean_variance_allocatesrc/multi_solver.rs:83 | fn | 18 | 5 | 2 | 3 | 0.9 | |
| risk_parity_covariance_matrixsrc/multi_solver.rs:345 | fn | 21 | 5 | 2 | 1 | 0.9 | |
| apply_weight_floorsrc/multi_solver.rs:587 | fn | 8 | 3 | 1 | 0 | 0.9 | |
| redistribute_over_capsrc/multi_solver.rs:596 | fn | 17 | 4 | 1 | 1 | 0.9 | |
| scale_uncapped_to_full_weightsrc/multi_solver.rs:614 | fn | 12 | 5 | 1 | 1 | 0.9 | |
| risk_parity_allocatesrc/multi_solver.rs:329 | fn | 15 | 4 | 2 | 5 | 0.8 | |
| black_litterman_allocatesrc/multi_solver.rs:452 | fn | 69 | 8 | 2 | 5 | 0.8 | |
| pdf_paint_allocatesrc/multi_solver.rs:114 | fn | 56 | 9 | 2 | 3 | 0.8 | |
| hypergraph_mpc_allocatesrc/multi_solver.rs:178 | fn | 47 | 8 | 2 | 5 | 0.8 | |
| mean_cvar_allocatesrc/multi_solver.rs:241 | fn | 83 | 10 | 2 | 3 | 0.8 | |
| allocatesrc/multi_solver.rs:34 | fn | 6 | 2 | 1 | 3 | 0.7 | |
| current_price_forsrc/multi_solver.rs:228 | fn | 9 | 3 | 1 | 2 | 0.7 | |
| positive_candidatessrc/multi_solver.rs:527 | fn | 3 | 2 | 1 | 0 | 0.7 | |
| allocate_with_shortssrc/multi_solver.rs:62 | fn | 18 | 2 | 1 | 2 | 0.7 | |
| invalid_weightssrc/multi_solver.rs:404 | fn | 3 | 2 | 1 | 0 | 0.6 | |
| solve_linear_systemsrc/multi_solver.rs:408 | fn | 38 | 9 | 1 | 0 | 0.6 | |
| kelly_priorsrc/multi_solver.rs:531 | fn | 9 | 1 | 1 | 0 | 0.6 | |
| view_multiplierssrc/multi_solver.rs:541 | fn | 3 | 1 | 1 | 1 | 0.6 | |
| black_litterman_correlationsrc/multi_solver.rs:545 | fn | 18 | 5 | 1 | 1 | 0.6 | |
| risk_parity_correlated_pair_matches_equal_risk_solutionsrc/multi_solver.rs:657 | fn | 18 | 5 | 0 | 1 | 0.5 | |
| signed_mean_variance_funds_shorts_and_long_only_drops_themsrc/multi_solver.rs:698 | fn | 11 | 3 | 0 | 3 | 0.5 | |
| test_normalize_and_cap_small_poolsrc/multi_solver.rs:711 | fn | 14 | 2 | 0 | 2 | 0.5 | |
| test_normalize_and_cap_floor_filter_redistributionsrc/multi_solver.rs:727 | fn | 16 | 2 | 0 | 2 | 0.5 | |
| test_pdf_paint_iterative_convergencesrc/multi_solver.rs:745 | fn | 27 | 2 | 0 | 5 | 0.5 | |
| test_true_cvar_tail_integrationsrc/multi_solver.rs:774 | fn | 23 | 1 | 0 | 5 | 0.5 | |
| test_erc_risk_parity_convergencesrc/multi_solver.rs:799 | fn | 28 | 1 | 0 | 4 | 0.5 | |
| test_hypergraph_mpc_expected_boostsrc/multi_solver.rs:829 | fn | 22 | 1 | 0 | 5 | 0.5 | |
| test_black_litterman_blendsrc/multi_solver.rs:853 | fn | 14 | 1 | 0 | 4 | 0.5 |
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