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Estelle/ou #174

Merged
merged 12 commits into from
Apr 13, 2023
Merged

Estelle/ou #174

merged 12 commits into from
Apr 13, 2023

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FiberedSkies
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@FiberedSkies FiberedSkies commented Mar 27, 2023

Closes #164 and closes #168

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@Autoparallel Autoparallel left a comment

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How can I check if the output of this looks right?

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@Autoparallel Autoparallel left a comment

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Can we get a test or something that plots the output of the ou process?

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Can we get a test or something that plots the output of the ou process?

Yea we can do a quick one!

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So I actually restructured all of the price_simulation.rs file instead of writing a test and now we can use the ou command along with the others (for plotting an OU process). I basically just took Colins plotting function and generalized so any price path could be inputted and wrote a command for OU in main.rs

@0xJepsen 0xJepsen dismissed Autoparallel’s stale review April 13, 2023 15:58

Changes were addressed

@0xJepsen 0xJepsen requested review from 0xJepsen and removed request for Autoparallel April 13, 2023 15:58
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Looking spicy, love the salt and pepper.

@0xJepsen 0xJepsen merged commit d593500 into main Apr 13, 2023
@0xJepsen 0xJepsen deleted the estelle/OU branch May 8, 2023 09:10
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Improve the structure of the price_simulation module Add Ornstein-Uhlenbeck process
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