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refactor: extract BARS_PER_YEAR constant in coordinator_extended.rs

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Replaces inline (252.0 * 6.5 * 60.0).sqrt() with named constant
matching the pattern used in financials.rs and ab_testing.rs.
This commit is contained in:
jgrusewski
2026-03-25 19:37:45 +01:00
parent d2751762ee
commit a04cd3d0f8
1 changed files with 3 additions and 2 deletions
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5
crates/ml-ensemble/src/coordinator_extended.rs
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@@ -335,9 +335,10 @@ impl PerformanceTracker {
/ returns.len() as f64;
let std_dev = variance.sqrt();
// Annualize assuming 252 trading days, 6.5 hours per day, predictions every minute
// Annualize: 1-minute bars, 390 bars/day × 252 days/year
const BARS_PER_YEAR: f64 = 390.0 * 252.0;
let sharpe = if std_dev > 1e-10 {
let annualization_factor = (252.0 * 6.5 * 60.0_f64).sqrt();
let annualization_factor = BARS_PER_YEAR.sqrt();
(mean_return / std_dev) * annualization_factor
} else {
// Handle constant returns: if mean is positive, use large positive Sharpe