Enum FinanceSignalKind 

#[non_exhaustive]
pub enum FinanceSignalKind {
    VolatilityScale,
    JumpEvent,
    TrendRegime,
    ImfDecomposition,
    DenoisedPriceOverlay,
    CrossAssetRelationship,
    WptBandEnergy,
    CwtPhaseCoherence,
    CwtSpectralFingerprint,
    Multifractal,
    WaveletAnomalyScore,
    JumpDiffusionPrior,
    MarketPosture,
}

Product-facing signal families exposed by the finance boundary.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

VolatilityScale

Multi-scale realized volatility and horizon contribution signal.

JumpEvent

Jump, gap, and stress event signal.

TrendRegime

Trend, cycle, and market-regime signal.

ImfDecomposition

Standalone empirical-mode decomposition signal.

DenoisedPriceOverlay

Denoised price/return overlay signal.

CrossAssetRelationship

Benchmark, sector, pair, or portfolio relationship signal.

WptBandEnergy

Wavelet packet transform band-energy fingerprint signal.

CwtPhaseCoherence

Continuous wavelet transform phase-locked coherence signal.

CwtSpectralFingerprint

Continuous wavelet transform global-spectrum “spectral fingerprint” signal: amplitude-preserved per-period power vector (the time-averaged scalogram, Torrence & Compo 1998), dominant period, and spectral centroid.

Multifractal

Wavelet leader multifractal analytics signal (Hurst exponent, optional multifractal spectrum summary, and liquidity warning).

WaveletAnomalyScore

Multi-scale ECOD anomaly score over MODWT detail scales: a continuous, threshold-free, per-scale-attributable stress score (Li et al. 2022).

JumpDiffusionPrior

Parametric physical-measure Merton jump prior: annualized jump intensity λ plus log-jump-size mean/std (μ_J, σ_J) with estimator uncertainty, aggregated from wavelet-detected jumps (#85).

MarketPosture

Composite product posture derived from one or more component signals.

Implementations

impl FinanceSignalKind

pub fn required_transform(self) -> Option<FinanceTransformKind>

The canonical transform family this signal’s compute path validates against, or None for the composite FinanceSignalKind::MarketPosture (which derives from already-computed component signals and runs no transform of its own).

Where a signal’s validator accepts more than one family, this returns the canonical (default) choice:

• FinanceSignalKind::JumpEvent accepts MODWT or DWT; canonical MODWT.
• FinanceSignalKind::TrendRegime accepts MODWT, EMD, or EEMD; canonical MODWT.
• FinanceSignalKind::ImfDecomposition requires EMD or EEMD and the kind must match the request’s ImfMethod; this returns Emd as the canonical default. Callers using EEMD must override transform.kind to Eemd on the derived profile themselves (the method lives in the config, not the signal kind).

pub fn accepts_transform(self, transform: FinanceTransformKind) -> bool

Whether this signal’s compute path accepts transform.

Strict single-transform signals accept only their required_transform; the flexible families accept their documented alternatives (JumpEvent: MODWT or DWT; TrendRegime: MODWT, EMD, or EEMD; ImfDecomposition: EMD or EEMD). Composites (whose required_transform is None) accept no transform.

Used by FinanceProfile::resolve_for_signal to preserve a deliberately-chosen valid transform instead of forcing the canonical one.

pub fn component_inputs(self) -> Option<SignalDependencies>

The component signals a composite signal derives from, or None for leaf signals that compute directly from a transform.

The required/optional split mirrors the corresponding signal function’s signature, so an orchestrator can topologically compute composites and degrade gracefully when an optional input is missing. For FinanceSignalKind::MarketPosture this matches market_posture_signal: volatility, jump, and trend are required; the WPT band-energy fingerprint is optional.

Trait Implementations

impl Clone for FinanceSignalKind

fn clone(&self) -> FinanceSignalKind

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FinanceSignalKind

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

Formats the value using the given formatter.

impl PartialEq for FinanceSignalKind

fn eq(&self, other: &FinanceSignalKind) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Copy for FinanceSignalKind

impl Eq for FinanceSignalKind

impl StructuralPartialEq for FinanceSignalKind