Struct DirectionalAnalysis

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pub struct DirectionalAnalysis<T> {
    pub directional_energy: Vec<Vec<T>>,
    pub dominant_directions: Vec<usize>,
    pub stability: Vec<T>,
    pub trend_strength: Vec<T>,
}

Expand description

Directional analysis result for financial applications

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§directional_energy: Vec<Vec<T>>

Energy in each direction at each scale

§dominant_directions: Vec<usize>

Dominant direction at each scale (0-5 corresponding to different angles)

§stability: Vec<T>

Directional stability (how consistent the direction is over time)

§trend_strength: Vec<T>

Trend strength at each scale

Implementations§

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impl<T: Float + FromPrimitive + Clone + Sum> DirectionalAnalysis<T>

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pub fn detect_regime_changes(&self, threshold: T) -> Vec<usize>

Detect regime changes based on directional analysis

Trait Implementations§

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impl<T: Clone> Clone for DirectionalAnalysis<T>

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fn clone(&self) -> DirectionalAnalysis<T>

Returns a duplicate of the value. Read more

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

Performs copy-assignment from source. Read more

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impl<T: Debug> Debug for DirectionalAnalysis<T>

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

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impl<T> UnwindSafe for DirectionalAnalysis<T>
where T: UnwindSafe,

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> CloneToUninit for T
where T: Clone,

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

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

Performs copy-assignment from self to dest. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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