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style: apply cargo fmt formatting

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Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Pratik Bhadane
2026-04-01 20:12:19 +05:30
co-authored by Claude Sonnet 4.6
parent 3ab6daa853
commit 70b99ad870
17 changed files with 128 additions and 128 deletions
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crates/ferro_ta_core/src/backtest.rs
+28 -13
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@@ -287,7 +287,12 @@ pub struct StreamingSummary {
// ---------------------------------------------------------------------------
/// RSI threshold strategy: +1 when RSI <= oversold, -1 when RSI >= overbought, 0 otherwise.
pub fn rsi_threshold_signals(close: &[f64], timeperiod: usize, oversold: f64, overbought: f64) -> Vec<f64> {
pub fn rsi_threshold_signals(
close: &[f64],
timeperiod: usize,
oversold: f64,
overbought: f64,
) -> Vec<f64> {
let rsi = crate::momentum::rsi(close, timeperiod);
rsi.iter()
.map(|&v| {
@@ -1128,8 +1133,7 @@ pub fn compute_performance_metrics(
}
let mean_r: f64 = valid_r.iter().sum::<f64>() / n_valid as f64;
let variance: f64 =
valid_r.iter().map(|&v| (v - mean_r).powi(2)).sum::<f64>() / n_valid as f64;
let variance: f64 = valid_r.iter().map(|&v| (v - mean_r).powi(2)).sum::<f64>() / n_valid as f64;
let std_r = variance.sqrt();
let downside_sq_sum: f64 = valid_r
@@ -1253,13 +1257,19 @@ pub fn compute_performance_metrics(
a.partial_cmp(b).unwrap_or(std::cmp::Ordering::Equal)
});
let p5 = pct_r[idx_5];
let worst_bar = pct_r[..=idx_5].iter().copied().fold(f64::INFINITY, f64::min);
let worst_bar = pct_r[..=idx_5]
.iter()
.copied()
.fold(f64::INFINITY, f64::min);
// Find 95th percentile in the remaining upper partition
pct_r[idx_5..].select_nth_unstable_by(idx_95 - idx_5, |a, b| {
a.partial_cmp(b).unwrap_or(std::cmp::Ordering::Equal)
});
let p95 = pct_r[idx_95];
let best_bar = pct_r[idx_95..].iter().copied().fold(f64::NEG_INFINITY, f64::max);
let best_bar = pct_r[idx_95..]
.iter()
.copied()
.fold(f64::NEG_INFINITY, f64::max);
let tail_ratio = if p5.abs() > 0.0 {
p95.abs() / p5.abs()
} else {
@@ -1451,10 +1461,8 @@ pub fn extract_trades_ohlcv(
}
} else {
if trade_entry_price > 0.0 {
let unreal_high =
trade_dir * (high[i] - trade_entry_price) / trade_entry_price;
let unreal_low =
trade_dir * (low[i] - trade_entry_price) / trade_entry_price;
let unreal_high = trade_dir * (high[i] - trade_entry_price) / trade_entry_price;
let unreal_low = trade_dir * (low[i] - trade_entry_price) / trade_entry_price;
let bar_best = unreal_high.max(unreal_low);
let bar_worst = unreal_high.min(unreal_low);
if bar_best > trade_mfe {
@@ -1615,8 +1623,12 @@ pub fn backtest_multi_asset_core(
// Per-asset backtests
let asset_strategy_returns: Vec<Vec<f64>> = (0..n_assets)
.map(|j| {
let (_, strat_rets, _) =
single_asset_backtest(&close_2d[j], &constrained[j], commission_per_trade, slippage_bps);
let (_, strat_rets, _) = single_asset_backtest(
&close_2d[j],
&constrained[j],
commission_per_trade,
slippage_bps,
);
strat_rets
})
.collect();
@@ -1757,7 +1769,9 @@ pub fn walk_forward_indices(
}
if folds.is_empty() {
return Err("No complete folds fit within n_bars with the given train/test sizes".to_string());
return Err(
"No complete folds fit within n_bars with the given train/test sizes".to_string(),
);
}
Ok(folds)
@@ -2018,7 +2032,8 @@ mod tests {
let signals: Vec<f64> = vec![0.0, 1.0, 1.0, 1.0, 0.0, -1.0, -1.0, 0.0, 0.0, 0.0];
let config = BacktestConfig::default();
let result = backtest_ohlcv_core(&open, &high, &low, &close, &signals, &config, None).unwrap();
let result =
backtest_ohlcv_core(&open, &high, &low, &close, &signals, &config, None).unwrap();
assert_eq!(result.equity.len(), n);
// Equity should be positive
assert!(*result.equity.last().unwrap() > 0.0);