Function jump_event_signal 

pub fn jump_event_signal(
    prices: &[f64],
    profile: &FinanceProfile,
    config: JumpEventConfig,
) -> Result<FinanceSignal<FinanceEventDetection<JumpEventResult>>>

Compute a product-facing jump/stress event signal from price observations.

The built-in profiles use MODWT for shift-invariant detection and a p-value null that is exactly calibrated to the MODWT statistic; DWT remains selectable but its p-value scores are approximate. The caller’s profile selects the transform. Price observations are converted to simple arithmetic returns. The smooth/scaling component is intentionally ignored because jump events are localized impulse diagnostics; persistent regime shifts belong in a trend/regime signal.