Module Algostream_analytics.Config

Per-symbol analytics configuration.

Defaults are sensible starting points for crypto majors at second-level granularity. Tune via Config.create for your particular feed.

type t = {
  1. rolling_window : int;
  2. ewma_period : int;
  3. ewma_vol_period : int;
  4. recompute_every : int;
  5. z_score_threshold : float;
  6. hampel_threshold : float;
  7. outlier_warmup : int;
  8. kalman_signal_to_noise : float;
  9. kalman_warmup : int;
  10. regime_calm_to_volatile_dwell_ns : int64;
  11. regime_to_crisis_dwell_ns : int64;
  12. regime_crisis_to_other_dwell_ns : int64;
  13. regime_volatile_to_calm_dwell_ns : int64;
  14. regime_calm_to_volatile_min_ticks : int;
  15. regime_to_crisis_min_ticks : int;
  16. regime_crisis_to_other_min_ticks : int;
  17. regime_volatile_to_calm_min_ticks : int;
  18. regime_volatile_band : float;
  19. regime_crisis_drawdown : float;
  20. min_publish_interval_ns : int64;
  21. max_active_symbols : int;
}
val default : t