FinanceProfile

Struct FinanceProfile 

#[non_exhaustive]
pub struct FinanceProfile { pub kind: FinanceProfileKind, pub profile_version: Cow<'static, str>, pub sampling: SamplingCadence, pub lookback_periods: usize, pub transform: TransformSpec, pub wavelet: WaveletSpec, pub annualization_factor: Option<f64>, pub diagnostics: DiagnosticsPolicy, }
Expand description

Versioned product profile for finance signal calculation.

Fields (Non-exhaustive)§

This struct is marked as non-exhaustive
Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.
§kind: FinanceProfileKind

Profile family.

§profile_version: Cow<'static, str>

Versioned methodology profile identifier.

§sampling: SamplingCadence

Input sampling cadence expected by this profile.

§lookback_periods: usize

Default lookback window in observations.

§transform: TransformSpec

Default transform selector.

§wavelet: WaveletSpec

Default wavelet selector.

§annualization_factor: Option<f64>

Annualization factor where volatility-like outputs need it.

§diagnostics: DiagnosticsPolicy

Diagnostic exposure policy.

Implementations§

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impl FinanceProfile

pub fn daily_eod() -> Self

Daily EOD default profile for symbol-level product analytics.

pub fn intraday() -> Self

Intraday bar profile for session-aware analytics.

pub fn hft() -> Self

High-frequency/event-driven profile.

pub fn portfolio() -> Self

Portfolio relationship profile.

pub fn for_signal(&self, signal: FinanceSignalKind) -> FinanceProfile

Derive a profile suitable for signal by cloning this base profile and applying the signal’s canonical transform family plus a transform- appropriate boundary and max_levels, so the result passes that signal’s transform validator regardless of what the base carried.

The cadence, lookback, wavelet, annualization factor, and diagnostics policy are inherited unchanged. The signal-populated-only transform fields (wpt_selection, cwt_wavelet, cwt_padding, multifractal_mode) are reset to None since they must be None on input and are populated by each signal’s own methodology on output.

For the composite FinanceSignalKind::MarketPosture (which has no transform of its own) the base profile is returned unchanged.

Known limitation: for FinanceSignalKind::ImfDecomposition and EEMD-mode FinanceSignalKind::TrendRegime the canonical kind is Emd / Modwt. If the request config selects Eemd, override transform.kind = Eemd on the returned profile afterwards; imf_decomposition_signal requires the kind to match the configured method. for_signal leaves max_levels intact for EMD/EEMD, so such an override alone yields a valid profile.

pub fn resolve_for_signal(&self, signal: FinanceSignalKind) -> FinanceProfile

Per-signal profile that preserves this base profile’s transform when it is already valid for signal, and otherwise derives the canonical one via for_signal.

Unlike for_signal (which always installs the canonical transform), this respects a deliberately-chosen valid alternative — e.g. a DWT base for JumpEvent or an EMD/EEMD base for TrendRegime / ImfDecomposition — so an orchestrator (or the calibration harness) can drive a multi-transform suite from one base profile without overriding intentional choices. Composite signals return the base unchanged.

Like for_signal, the boundary / max_levels are normalized for the resolved transform, so even a preserved-kind base with an otherwise- invalid boundary (e.g. a Symmetric boundary on a MODWT base) yields a profile the signal’s validator accepts.

pub fn validate(&self) -> Result<()>

Validate the product profile before executing signal analytics.

Trait Implementations§

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impl Clone for FinanceProfile

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fn clone(&self) -> FinanceProfile

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for FinanceProfile

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

Formats the value using the given formatter. Read more
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impl PartialEq for FinanceProfile

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

Tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

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

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