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crates/cre8-app-capitalstrategy/src/optimize.rs

cre8-app-capitalstrategy · module optimize · src · 510 lines (411 code, 35 comment) · sha 2da7941b48a22aac

Items

By call-graph weight (PageRank; 1.0 is the average function). 24 functions in all.

function	kind	lines	cyclomatic	callers	callees	weight
project_onto_simplexsrc/optimize.rs:374	fn	22	4	4	0	2.8
sanitizesrc/optimize.rs:432	fn	3	2	5	0	1.7
project_onto_l1_ballsrc/optimize.rs:401	fn	12	4	2	1	1.4
gradient_projectionsrc/optimize.rs:327	fn	44	6	2	0	1.2
signed_mean_variance_weightssrc/optimize.rs:318	fn	8	3	2	2	1.2
price_at_or_beforesrc/optimize.rs:268	fn	3	1	1	0	1
optimizesrc/optimize.rs:12	fn	69	10	3	3	0.9
empty_resultsrc/optimize.rs:416	fn	15	1	2	0	0.8
row_variance_contributionsrc/optimize.rs:195	fn	3	1	1	0	0.7
optimize_full_covariancesrc/optimize.rs:84	fn	71	7	2	8	0.7
expectationsrc/optimize.rs:442	fn	10	1	1	0	0.7
aligned_price_gridsrc/optimize.rs:257	fn	10	3	1	1	0.6
aligned_log_returnssrc/optimize.rs:272	fn	11	3	1	0	0.6
pearson_correlationsrc/optimize.rs:284	fn	16	3	1	0	0.6
covariance_from_correlationsrc/optimize.rs:156	fn	10	3	1	0	0.6
portfolio_weightssrc/optimize.rs:167	fn	27	2	1	2	0.6
significant_correlation_pairssrc/optimize.rs:199	fn	17	4	1	1	0.6
build_correlation_matrixsrc/optimize.rs:221	fn	35	5	1	6	0.6
gradient_projection_qpsrc/optimize.rs:303	fn	11	2	1	2	0.6
simplex_projection_normalizessrc/optimize.rs:454	fn	6	1	0	1	0.5
simplex_projection_clips_negativessrc/optimize.rs:462	fn	6	1	0	1	0.5
l1_projection_keeps_signs_and_bounds_grosssrc/optimize.rs:470	fn	10	2	0	1	0.5
signed_mean_variance_shorts_negative_expectationssrc/optimize.rs:482	fn	8	2	0	1	0.5
diagonal_optimizer_produces_valid_weightssrc/optimize.rs:492	fn	18	1	0	2	0.5

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