JumpEventConfig

ferro_wave_finance

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>,
}

Fields (Non-exhaustive)§

This struct is marked as non-exhaustive

§levels: Option<usize>§significance_level: f64§min_jump_size: f64§robust_threshold: bool§min_input_observations: usize§consolidation_window: usize§elevated_ratio: f64§critical_ratio: f64§near_threshold: Option<NearThresholdConfig>§intraday_seasonality: Option<IntradaySeasonalityConfig>

Implementations§

impl JumpEventConfig

pub fn for_daily_eod() -> Self

pub fn for_hft() -> Self

pub fn for_intraday() -> Self

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

Trait Implementations§

impl Clone for JumpEventConfig

fn clone(&self) -> JumpEventConfig

1.0.0§

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

impl Debug for JumpEventConfig

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

impl Default for JumpEventConfig

fn default() -> Self

impl PartialEq for JumpEventConfig

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

1.0.0§

fn ne(&self, other: &Rhs) -> bool

impl StructuralPartialEq for JumpEventConfig

Auto Trait Implementations§

impl Freeze for JumpEventConfig

impl RefUnwindSafe for JumpEventConfig

impl Send for JumpEventConfig

impl Sync for JumpEventConfig

impl Unpin for JumpEventConfig

impl UnwindSafe for JumpEventConfig

Blanket Implementations§

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where T: 'static + ?Sized,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

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