Struct IntradaySeasonalityConfig 

#[non_exhaustive]
pub struct IntradaySeasonalityConfig {
    pub min_sessions: usize,
    pub window_sessions: Option<usize>,
    pub factor_floor: f64,
}

Causal intraday-seasonality (time-of-day U-shape) de-seasonalization.

Returns are divided by a trailing (causal) estimate of the typical absolute return for their time-of-day bin (bin = position % bars_per_session) before the transform, so the recurrent open/close volatility pattern is not mistaken for jumps. Only applies to intraday-bar profiles (SamplingCadence::IntradayBars); a no-op otherwise.

Fields (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.

min_sessions: usize

Minimum prior same-bin observations before scaling activates; below this the return passes through unscaled. Must be at least 1.

window_sessions: Option<usize>

Bounded trailing window in sessions; None uses an expanding mean over all prior same-bin observations. Some(0) is invalid.

factor_floor: f64

Relative lower bound on the normalized periodicity factor f(bin) = m(bin) / mean_b m(b). Caps how much a transiently quiet bin can amplify a return (a floor of 0.1 allows at most a 10× amplification), guarding against division by a near-zero quiet-bin estimate. Must be finite and in (0, 1].

Trait Implementations

impl Clone for IntradaySeasonalityConfig

fn clone(&self) -> IntradaySeasonalityConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for IntradaySeasonalityConfig

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

Formats the value using the given formatter.

impl Default for IntradaySeasonalityConfig

fn default() -> Self

Returns the “default value” for a type.

impl PartialEq for IntradaySeasonalityConfig

fn eq(&self, other: &IntradaySeasonalityConfig) -> 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 IntradaySeasonalityConfig

impl StructuralPartialEq for IntradaySeasonalityConfig