Struct JumpEventConfig 

#[non_exhaustive]
pub struct JumpEventConfig {
    pub levels: Option<usize>,
    pub significance_level: f64,
    pub min_jump_size: f64,
    pub robust_threshold: bool,
    pub min_input_observations: usize,
    pub consolidation_window: usize,
    pub elevated_ratio: f64,
    pub critical_ratio: f64,
    pub near_threshold: Option<NearThresholdConfig>,
    pub intraday_seasonality: Option<IntradaySeasonalityConfig>,
}

Configuration for productized jump and stress event analytics.

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.

levels: Option<usize>

Optional decomposition-level override. Defaults to 3 for MODWT and 1 for DWT, capped by the transform’s maximum level.

significance_level: f64

Two-sided significance level used by the threshold approximation.

min_jump_size: f64

Minimum absolute test statistic required for a jump.

robust_threshold: bool

Use MAD-based robust noise estimates.

min_input_observations: usize

Minimum finite price-return observations required to attempt detection.

consolidation_window: usize

Event indices within this many observations are consolidated across scales.

elevated_ratio: f64

Test-statistic/threshold ratio that upgrades a watch to elevated.

critical_ratio: f64

Test-statistic/threshold ratio that upgrades an event to critical.

near_threshold: Option<NearThresholdConfig>

Optional surfacing of sub-threshold (“near-threshold”) coefficient scores so consumers can rank/aggregate events that did not cross the detection threshold. None (default) keeps the binary-only behavior.

intraday_seasonality: Option<IntradaySeasonalityConfig>

Optional causal intraday (time-of-day U-shape) de-seasonalization, applied before the transform and gated to intraday-bar profiles. None (default) leaves returns untouched.

Implementations

impl JumpEventConfig

pub fn for_daily_eod() -> Self

Default jump-event settings for daily EOD product analytics.

pub fn for_hft() -> Self

Default jump-event settings for event-driven/HFT analytics.

pub fn for_intraday() -> Self

Default jump-event settings for intraday-bar analytics, with causal time-of-day de-seasonalization enabled (gated to intraday-bar profiles).

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

Validate the jump-event configuration.

Trait Implementations

impl Clone for JumpEventConfig

fn clone(&self) -> JumpEventConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for JumpEventConfig

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

Formats the value using the given formatter.

impl Default for JumpEventConfig

fn default() -> Self

Returns the “default value” for a type.

impl PartialEq for JumpEventConfig

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