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

cre8-app-capitalstrategy · module paints · src · 465 lines (316 code, 101 comment) · sha 91880ed1fda80ba2

Items

type Density struct PaintContext const DEPTH_GAMMA const FLOW_DECAY_TAU_SECS const FLOW_MAX_SHIFT_FRAC_OF_SIGMA const VWAP_DECAY_TAU_SECS const VWAP_MAX_SHIFT_FRAC_OF_SIGMA const FAT_TAIL_NU const FAT_TAIL_MIX const TOD_SIGMA_MULT const REGIME_MAX_SHIFT_FRAC_OF_SIGMA const SIGMA

Functions

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

functionkindlinescyclomaticcallerscalleesweightcrystal
normalizesrc/paints.rs:294fn145902.6
totalsrc/paints.rs:336fn31401.3
gaussian_densitysrc/paints.rs:316fn111811.3
lookup_depth_nearsrc/paints.rs:92fn175101.1
ctxsrc/paints.rs:328fn31701
apply_paintssrc/paints.rs:50fn101471
meansrc/paints.rs:332fn31400.8
apply_flow_skewsrc/paints.rs:119fn264200.7
apply_vwap_driftsrc/paints.rs:153fn255200.7
apply_regimesrc/paints.rs:267fn233200.7
apply_depth_supportsrc/paints.rs:68fn213210.7
apply_fat_tailsrc/paints.rs:188fn307200.7
apply_time_of_daysrc/paints.rs:235fn214200.7
tod_sigma_mult_for_hoursrc/paints.rs:231fn31200.7
tail_masssrc/paints.rs:341fn31210.6
empty_context_paint_chain_is_identity_up_to_normalizationsrc/paints.rs:346fn102020.5
full_paint_chain_yields_a_valid_distributionsrc/paints.rs:358fn133050.5
flow_skew_shifts_mean_in_flow_directionsrc/paints.rs:373fn101050.5
vwap_drift_noops_inside_dead_zone_and_reverts_outsidesrc/paints.rs:385fn121050.5
fat_tail_paint_actually_fattens_tailssrc/paints.rs:399fn191060.5
time_of_day_multiplier_widens_and_narrows_sigmasrc/paints.rs:420fn131060.5
regime_paint_shifts_mean_toward_exemplar_levelsrc/paints.rs:435fn101050.5
depth_paint_concentrates_probability_on_heavy_levelssrc/paints.rs:447fn101060.5
normalize_scrubs_nonfinite_and_uniforms_degenerate_inputsrc/paints.rs:459fn61010.5

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