Package tech.nmfin.meanreversion.volarb
Class MRModelRanged
- java.lang.Object
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- tech.nmfin.meanreversion.volarb.MRModelRanged
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Constructor Summary
Constructors Constructor Description MRModelRanged(double rangeSize)
MRModelRanged(double rangeSize, double initialState)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
position()
Gets the current target position computed by this model.String
toString()
void
update(LocalDateTime time, double px)
Updates the model with the current price.
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Method Detail
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update
public void update(LocalDateTime time, double px)
Description copied from interface:MRModel
Updates the model with the current price.
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position
public double position()
Description copied from interface:MRModel
Gets the current target position computed by this model.
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