Crate ferro_wave_finance
Re-exports§
pub use calibration::builtin_calibration_fixtures;pub use calibration::default_calibration_profile_cases;pub use calibration::run_calibration_validation;pub use calibration::CalibrationCaseReport;pub use calibration::CalibrationExpectation;pub use calibration::CalibrationExpectationReport;pub use calibration::CalibrationFixture;pub use calibration::CalibrationFixtureKind;pub use calibration::CalibrationHarnessConfig;pub use calibration::CalibrationProfileCase;pub use calibration::CalibrationReferenceReport;pub use calibration::CalibrationReport;pub use calibration::CalibrationSignalReport;pub use calibration::RankingIntegrationReadiness;pub use calibration::WalkForwardSpec;pub use calibration::WalkForwardWindow;
Modules§
Structs§
- Coefficient
Score - Cross
Asset Coherence Component - Cross
Asset Coherence Config - Cross
Asset Coherence Result - Cross
Asset Coherence Signal - CwtBand
Power - CwtPeriod
Coherence - CwtPhase
Coherence Config - CwtPhase
Coherence Result - CwtPower
Scalogram - CwtScalogram
- CwtSpectral
Fingerprint Config - CwtSpectral
Fingerprint Result - Cycle
Component Summary - Denoised
Overlay - Denoised
Price Overlay Config - Denoised
Price Overlay Result - Denoised
Trend - Dominant
Cycle Summary - Finance
ApiConfig - Finance
Diagnostic - Finance
Level Metadata - Finance
Observation Metadata - Finance
Profile - Finance
Signal - Finance
Signal Configs - Finance
Signal Inputs - Finance
Signal Quality - Hurst
Summary - ImfDecomposition
Config - ImfDecomposition
Result - ImfSummary
- Intraday
Seasonality Config - Jump
Classification - Jump
Classification Config - Jump
Diffusion Prior - Jump
Diffusion Prior Config - Jump
Diffusion Prior Result - Jump
Event - Jump
Event Config - Jump
Event Result - Jump
Event Signal - Jump
Prior Uncertainty - Market
Posture - Market
Posture Config - Market
Posture Driver - Methodology
Metadata - Multifractal
Result - Multifractal
Signal Config - Multifractal
Spectrum Detail - Multifractal
Spectrum Summary - Near
Threshold Config - Residue
Summary - Signal
Dependencies - Symbol
Price Context - Symbol
Wave State - Transform
Spec - Trend
Regime Config - Trend
Regime Result - Volatility
Horizon - Volatility
Scale Component - Volatility
Scale Config - Volatility
Scale Profile - Volatility
Scale Result - Wavelet
Anomaly Score Band - Wavelet
Anomaly Score Config - Wavelet
Anomaly Score Result - WptBand
Energy Config - WptBand
Energy Result - WptBand
Summary
Enums§
- Biorthogonal
Spec - Boundary
Mode Spec - Computed
Signal - Continuous
Wavelet Spec - Cross
Asset Reference Kind - CwtPadding
Mode - Diagnostics
Policy - EodWave
Pack Component Role - EodWave
Pack Readiness - Finance
Event Detection - Finance
Input Centering - Finance
Profile Kind - Finance
Signal Kind - Finance
Signal Status - Finance
Transform Kind - Hurst
Interpretation - ImfCycle
Confidence - ImfMethod
- Jump
Direction - Jump
Prior Measure - Jump
Prior Noise Scale - Jump
Reflexivity - Jump
Trend Character - Jump
Warning Level - Liquidity
Warning Level - Market
Posture Confidence - Market
Posture Impact - Market
Posture Label - Multifractal
Mode - Sampling
Cadence - Trend
Direction - Trend
Quality - Trend
Regime Label - Trend
Regime Method - Wavelet
Spec - WptBand
Selection
Constants§
- DAILY_
EOD_ PROFILE_ VERSION - DEFAULT_
EEMD_ SEED - DEFAULT_
MULTIFRACTAL_ BOOTSTRAP_ SEED - DEFAULT_
MULTIFRACTAL_ Q_ MAX - DEFAULT_
MULTIFRACTAL_ Q_ MIN - DEFAULT_
MULTIFRACTAL_ Q_ STEP - EOD_
WAVE_ PACK_ VERSION - FINANCE_
API_ VERSION - HFT_
PROFILE_ VERSION - INTRADAY_
PROFILE_ VERSION - MAX_
MULTIFRACTAL_ MOMENTS - MAX_
PAUL_ ORDER - MULTIFRACTAL_
CRITICAL_ THRESHOLD - MULTIFRACTAL_
ELEVATED_ THRESHOLD - MULTIFRACTAL_
INDEX_ THRESHOLD - MULTIFRACTAL_
WATCH_ THRESHOLD - PORTFOLIO_
PROFILE_ VERSION
Functions§
- classify_
jump - compute_
requested_ signals - cross_
asset_ coherence_ signal - cwt_
phase_ coherence_ signal - cwt_
spectral_ fingerprint_ signal - denoised_
price_ overlay_ signal - imf_
decomposition_ signal - jump_
diffusion_ prior_ signal - jump_
event_ signal - market_
posture_ signal - multifractal_
signal - trend_
regime_ signal - volatility_
scale_ signal - wavelet_
anomaly_ score_ signal - wpt_
band_ energy_ signal