Package tech.nmfin.meanreversion.volarb
Class MRModelRanged
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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 doubleposition()Gets the current target position computed by this model.StringtoString()voidupdate(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:MRModelUpdates the model with the current price.
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position
public double position()
Description copied from interface:MRModelGets the current target position computed by this model.
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