PineUtility

safepine_os math optimization

PineUtility: Computes a differentiable utility score for one asset’s signal vector using a rational exponential form. Formula: f = (Σₖ aₖ·e^(bₖ·sₖ)) / (Σₖ cₖ·e^(dₖ·sₖ))

double
PineUtility
(
const double[] s
,
const double[] a
,
const double[] b
,
const double[] c
,
const double[] d
)

Parameters

s double[]

signal vector

a double[]

numerator weight coefficients

b double[]

numerator exponential scaling

c double[]

denominator weight coefficients

d double[]

denominator exponential scaling

Return Value

Type: double

Nonlinear utility score (or NaN if denominator is zero).

safepine_os math optimization functionsstructs