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VecEnvConfig

engine::vec_env

Struct VecEnvConfig 

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pub struct VecEnvConfig {
Show 21 fields
    pub mu: f64,
    pub kappa: f64,
    pub theta: f64,
    pub sigma_v: f64,
    pub rho: f64,
    pub initial_price: f64,
    pub initial_variance: f64,
    pub spread: f64,
    pub dt: f64,
    pub max_steps: usize,
    pub impact_factor: f64,
    pub k: f64,
    pub a: f64,
    pub hawkes_alpha: f64,
    pub hawkes_beta: f64,
    pub initial_cash: f64,
    pub transaction_cost: f64,
    pub reward_type: RewardType,
    pub inventory_penalty: f64,
    pub matcher_dt: Option<f64>,
    pub seed: u64,

}
Expand description

Parameters for constructing a vectorized environment.

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§mu: f64§kappa: f64§theta: f64§sigma_v: f64§rho: f64§initial_price: f64§initial_variance: f64§spread: f64§dt: f64§max_steps: usize§impact_factor: f64§k: f64§a: f64§hawkes_alpha: f64§hawkes_beta: f64§initial_cash: f64§transaction_cost: f64§reward_type: RewardType§inventory_penalty: f64§matcher_dt: Option<f64>§seed: u64

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impl Clone for VecEnvConfig

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fn clone(&self) -> VecEnvConfig

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for VecEnvConfig

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Default for VecEnvConfig

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fn default() -> Self

Returns the “default value” for a type. Read more

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impl<T> Allocation for T
where T: RefUnwindSafe + Send + Sync,

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fn borrow_mut(&mut self) -> &mut T

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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type Init = T

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