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crates/cre8-app-capitalstrategy/src/spread.rs
Items
const SPREAD_RES_SECS const SPREAD_WINDOW_MS const MIN_ALIGNED_SAMPLES const DIVERGENCE_Z_THRESHOLD const MIN_PERSISTENT_HALF_LIFE_SECS struct PairSpreadStats struct SpreadReport
Functions
By call-graph weight (PageRank; 1.0 is the average function). 10 functions in all.
| function | kind | lines | cyclomatic | callers | callees | weight | crystal |
|---|---|---|---|---|---|---|---|
| compute_spread_reportsrc/spread.rs:76 | fn | 47 | 6 | 3 | 3 | 1.2 | |
| fit_ar1_half_lifesrc/spread.rs:190 | fn | 29 | 7 | 2 | 0 | 1.1 | |
| aligned_bar_tuplesrc/spread.rs:184 | fn | 4 | 2 | 1 | 0 | 1 | |
| lag1_xcorrsrc/spread.rs:242 | fn | 21 | 4 | 1 | 0 | 1 | |
| sanitizesrc/spread.rs:319 | fn | 3 | 2 | 2 | 0 | 0.9 | |
| compute_pair_statssrc/spread.rs:125 | fn | 53 | 8 | 1 | 5 | 0.8 | |
| align_provider_barssrc/spread.rs:179 | fn | 4 | 1 | 1 | 1 | 0.6 | |
| detect_leadersrc/spread.rs:222 | fn | 18 | 7 | 1 | 1 | 0.6 | |
| emit_arb_spread_candidatessrc/spread.rs:268 | fn | 50 | 4 | 1 | 2 | 0.5 | |
| fit_ar1_half_life_requires_samples_and_mean_reversionsrc/spread.rs:328 | fn | 10 | 2 | 0 | 1 | 0.5 |
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