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optimize_full_covariance

cre8_app_capitalstrategy::optimize::optimize_full_covariance

fn · cre8-app-capitalstrategy · crates/cre8-app-capitalstrategy/src/optimize.rs:84 pub

71lines
7cyclomatic
2max nesting
34statements
0? exits
3params
2callers
8callees
0.7 (p63)call-graph weight

Crystal

no crystal was derived for this function

Call neighbourhood

Callers left, callees right, two hops each way (2 direct callers, 8 direct callees; the heaviest shown). Dashed edges are method calls resolved by name alone.

name · 1 sitename · 1 sitepath · 1 sitepath · 1 sitename · 1 sitename · 1 sitename · 1 sitename · 1 sitename · 1 sitename · 1 sitename · 3 sitespath · 1 sitename · 1 sitename · 5 sitesname · 1 sitename · 1 sitename · 1 sitename · 1 sitename · 1 sitepath · 1 sitepath · 1 sitename · 1 siteref · 1 siterun_report_analysis_actionapp-capitalstrategy · cc 4cre8_app_capitalstrategy::connection::run_report_analysis_actionhandle_market_data_actionapp-capitalstrategy · cc 7cre8_app_capitalstrategy::init::handle_market_data_actionrun_optimizeapp-capitalstrategy · cc 2cre8_app_capitalstrategy::connection::run_optimizeset_optimization_resultapp-capitalstrategy · cc 3cre8_app_capitalstrategy::init::set_optimization_resultoptimize_full_covarianceapp-capitalstrategy · cc 7cre8_app_capitalstrategy::optimize::optimize_full_covariancenow_msplatform-time · cc 1cre8_platform_time::now_mssanitizeapp-capitalstrategy · cc 2cre8_app_capitalstrategy::optimize::sanitizeempty_resultapp-capitalstrategy · cc 1cre8_app_capitalstrategy::optimize::empty_resultcovariance_from_correlationapp-capitalstrategy · cc 3cre8_app_capitalstrategy::optimize::covariance_from_correlationportfolio_weightsapp-capitalstrategy · cc 2cre8_app_capitalstrategy::optimize::portfolio_weightssignificant_correlation_pai…app-capitalstrategy · cc 4cre8_app_capitalstrategy::optimize::significant_correlation_pairsbuild_correlation_matrixapp-capitalstrategy · cc 5cre8_app_capitalstrategy::optimize::build_correlation_matrixgradient_projection_qpapp-capitalstrategy · cc 2cre8_app_capitalstrategy::optimize::gradient_projection_qpquery_ticksapp-provider · cc 1cre8_app_provider::sink::query_ticksproject_onto_simplexapp-capitalstrategy · cc 4cre8_app_capitalstrategy::optimize::project_onto_simplexgradient_projectionapp-capitalstrategy · cc 6cre8_app_capitalstrategy::optimize::gradient_projectionrow_variance_contributionapp-capitalstrategy · cc 1cre8_app_capitalstrategy::optimize::row_variance_contributionaligned_price_gridapp-capitalstrategy · cc 3cre8_app_capitalstrategy::optimize::aligned_price_gridaligned_log_returnsapp-capitalstrategy · cc 3cre8_app_capitalstrategy::optimize::aligned_log_returnspearson_correlationapp-capitalstrategy · cc 3cre8_app_capitalstrategy::optimize::pearson_correlation

Control flow

Source not readable from this process.

Callers 2

Callees 8

Source not readable from this process.