Struct MarketPostureConfig 

#[non_exhaustive]
pub struct MarketPostureConfig {
    pub event_recency_periods: usize,
    pub event_label_min_warning: JumpWarningLevel,
    pub vol_low_annualized: f64,
    pub vol_high_annualized: f64,
}

Configuration for the market_posture_signal composite.

All fields carry daily-EOD defaults (see for_daily_eod). The event gate is the saturation control: a jump only counts as active — and thus only drives the EventDriven label and the negative event contribution to composite_score — when it is both recent (periods_since_event <= event_recency_periods) and at least event_label_min_warning. Older or sub-threshold jumps remain in the result’s events/primary_event for reporting but no longer dominate the posture. The volatility band edges turn the otherwise always-Neutral volatility driver into a signed risk-on/off contributor so the composite is no longer structurally capped on the upside.

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.

event_recency_periods: usize

Maximum periods_since_event for a jump to count as active and drive the posture. Older jumps stay in events/primary_event for reporting but no longer dominate the label or pull the composite negative.

event_label_min_warning: JumpWarningLevel

Minimum warning level an active jump must reach to drive the posture. At the default Elevated, routine Watch-level blips no longer saturate the label to EventDriven. Set to Watch to restore “any detected event dominates”.

vol_low_annualized: f64

Lower annualized-volatility edge for the signed volatility driver: below this the driver is Constructive (calm tape favours a risk-on backdrop).

vol_high_annualized: f64

Upper annualized-volatility edge: above this the volatility driver is Risk; between the two edges it is Neutral.

Implementations

impl MarketPostureConfig

pub fn for_daily_eod() -> Self

Daily-EOD posture preset: an active jump must be within ~1 trading week and at least Elevated to dominate; volatility bands at 15% / 35% annualized.

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

Validate configuration invariants.

Trait Implementations

impl Clone for MarketPostureConfig

fn clone(&self) -> MarketPostureConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MarketPostureConfig

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

Formats the value using the given formatter.

impl Default for MarketPostureConfig

fn default() -> Self

Returns the “default value” for a type.

impl PartialEq for MarketPostureConfig

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