Module Algostream_analytics

module Config : sig ... end

Per-symbol analytics configuration.

module Filters : sig ... end

Noise-filtering / smoothing primitives.

module Outlier : sig ... end

Outlier-detection pipeline.

module Per_symbol : sig ... end

Per-symbol analytics state.

module Processor : sig ... end

Top-level Statistical Data Processing facade.

module Regime : sig ... end

Threshold-based market regime detector.

module Rolling : sig ... end

Fixed-window rolling statistics with periodic full recompute.

module Snapshot : sig ... end

Immutable per-symbol snapshot.

module Tick_event : sig ... end

Normalized tick record bridging bus payloads (Market_tick / Trade_print) into the analytics pipeline. Field set is intentionally narrower than the bus payloads: only what the analytics layer actually uses, so the SPSC handoff is small and predictable.

module Volatility : sig ... end

Real-time volatility estimators.