RLSR logreg_support_lib

Library "logreg_support_lib"

sigmoid(z)
  Parameters:
    z (float)

prng01(seed1, seed2)
  Parameters:
    seed1 (float)
    seed2 (float)

normalize(value, minval, maxval)
  Parameters:
    value (float)
    minval (float)
    maxval (float)

calcpercentilefast(arr, percentile)
  Parameters:
    arr (array<float>)
    percentile (float)

calcpercentile_series_sampled(s, length, percentile, stride)
  Parameters:
    s (float)
    length (int)
    percentile (float)
    stride (int)

calcRangeWithLog(value, minval, maxval, uselog)
  Parameters:
    value (float)
    minval (float)
    maxval (float)
    uselog (bool)

calcMomentumAdvanced(src, length, momType)
  Parameters:
    src (float)
    length (simple int)
    momType (string)

normalizeMomentumByType(rawMom, momType, momMin, momMax, momNorm)
  Parameters:
    rawMom (float)
    momType (string)
    momMin (float)
    momMax (float)
    momNorm (float)

normalizeMomentumByTypeExt(rawMom, momType, momMin, momMax, momNorm, bouncingdecay)
  Parameters:
    rawMom (float)
    momType (string)
    momMin (float)
    momMax (float)
    momNorm (float)
    bouncingdecay (float)

calcrollingstddev(src, length)
  Parameters:
    src (float)
    length (int)

addlog(buffer, level, msg)
  Parameters:
    buffer (string)
    level (string)
    msg (string)

calcfeaturecorrelation(x1, x2)
  Parameters:
    x1 (array<float>)
    x2 (array<float>)

calcnoiseratio(src, lookback)
  Parameters:
    src (float)
    lookback (int)

calccompatibilityscore(x1, x2)
  Parameters:
    x1 (array<float>)
    x2 (array<float>)

getfuturereturn(offset, returnlookback)
  Parameters:
    offset (int)
    returnlookback (int)

calculatema(source, length, matype)
  Parameters:
    source (float)
    length (simple int)
    matype (string)

adaptive_trigger_for_source(src, enabled, freeze, lookback, threshold, volahistory)
  Parameters:
    src (float)
    enabled (bool)
    freeze (bool)
    lookback (int)
    threshold (float)
    volahistory (array<float>)

checkadaptivetrigger5(s1, enabled1, freeze1, hist1, s2, enabled2, freeze2, hist2, s3, enabled3, freeze3, hist3, s4, enabled4, freeze4, hist4, s5, enabled5, freeze5, hist5, lookback, threshold)
  Parameters:
    s1 (float)
    enabled1 (bool)
    freeze1 (bool)
    hist1 (array<float>)
    s2 (float)
    enabled2 (bool)
    freeze2 (bool)
    hist2 (array<float>)
    s3 (float)
    enabled3 (bool)
    freeze3 (bool)
    hist3 (array<float>)
    s4 (float)
    enabled4 (bool)
    freeze4 (bool)
    hist4 (array<float>)
    s5 (float)
    enabled5 (bool)
    freeze5 (bool)
    hist5 (array<float>)
    lookback (int)
    threshold (float)

ring_start_index(rb_write_idx, rb_count, rb_cap)
  Parameters:
    rb_write_idx (int)
    rb_count (int)
    rb_cap (int)