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DEFAULT_REBALANCE_HYSTERESIS

Constant DEFAULT_REBALANCE_HYSTERESIS 

Source
pub const DEFAULT_REBALANCE_HYSTERESIS: f64 = 0.6;
Expand description

Hysteresis band for ATM rebalancing (0.0..=1.0). Price must cross this fraction of the gap to the next strike before ATM shifts. E.g., 0.6 means price must move 60% past the midpoint between two strikes.