PriceChanger
#20
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PriceChanger
#20
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0xJepsen
approved these changes
Feb 24, 2024
Autoparallel
approved these changes
Feb 24, 2024
| #[derive(Serialize, Deserialize)] | ||
| pub struct PriceChanger { | ||
| #[serde(skip)] | ||
| pub params: OrnsteinUhlenbeckParams, |
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In the future we can make this generic and have a ProcessType trait. Then impl that on the different param types.
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| #[serde(skip)] | ||
| #[serde(default = "trajectory_default")] | ||
| pub current_chunk: Trajectories, |
| self.cursor = 0; | ||
| self.value = self.current_chunk.paths.clone()[0][self.cursor]; | ||
| self.current_chunk = | ||
| ou.euler_maruyama(self.value, 0.0, 100.0, 100_usize, 1_usize, false); |
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closes #9