Module `Algostream_pairs.Spread`

Spread tracker: s_t = y_t − β·x_t − α, with rolling mean / std / z-score.

Mean and variance use the existing Rolling_mean / Rolling_var primitives — the periodic-recompute trick keeps long-running std-devs from drifting due to floating-point cancellation.

type t

val create : window:int -> recompute_every:int -> t

val update : 
  t ->
  y:float ->
  x:float ->
  beta:float ->
  intercept:float ->
  ts_ns:int64 ->
  unit

val current : t -> float

val mean : t -> float

val std : t -> float

val z : t -> float

val n : t -> int

val last_ts_ns : t -> int64