Struct JumpEvent 

#[non_exhaustive]
pub struct JumpEvent {

    pub observation_index: usize,
    pub return_index: usize,
    pub magnitude: f64,
    pub coefficient: f64,
    pub scale_level: usize,
    pub period_span: usize,
    pub test_statistic: f64,
    pub threshold: f64,
    pub threshold_ratio: f64,
    pub p_value: f64,
    pub neg_log_p: f64,
    pub direction: JumpDirection,
    pub periods_since_event: usize,
    pub warning_level: JumpWarningLevel,
}

A consolidated product jump/stress event.

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.

observation_index: usize

Zero-based price observation index where the event is surfaced.

return_index: usize

Zero-based return index used by the transform input.

magnitude: f64

Return value at the detected event index.

coefficient: f64

Transform coefficient that crossed the threshold.

scale_level: usize

One-based detail scale where the strongest event was detected.

period_span: usize

Approximate horizon span in input periods for this scale.

test_statistic: f64

Absolute coefficient/noise test statistic.

threshold: f64

Scale-specific threshold used for detection.

threshold_ratio: f64

Ratio of test_statistic / threshold.

p_value: f64

Two-sided p-value of the jump statistic under the XGF Gaussian null: 2·Φ(−test_statistic/null_std). Exact for the level-1 MODWT statistic, approximate at deeper levels and on a hand-configured DWT profile.

neg_log_p: f64

Continuous anomaly score −ln(p_value); larger = more significant.

direction: JumpDirection

Direction inferred from the return value at return_index.

periods_since_event: usize

Number of return periods from this event to the end of the input window.

warning_level: JumpWarningLevel

Product-facing warning level.

Trait Implementations

impl Clone for JumpEvent

fn clone(&self) -> JumpEvent

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for JumpEvent

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

Formats the value using the given formatter.

impl PartialEq for JumpEvent

fn eq(&self, other: &JumpEvent) -> 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 StructuralPartialEq for JumpEvent