Struct RegimeConditionalSignal 

pub struct RegimeConditionalSignal { /* private fields */ }

A wrapper that selects different RSI periods depending on the active regime.

This is the canonical implementation of regime-conditional signal adaptation:

• In Trending markets: short-period RSI is more responsive
• In MeanReverting markets: longer-period RSI reduces noise
• In HighVolatility or Crisis: signal is suppressed (returns None)
• In other regimes: uses the neutral period

Example

use fin_primitives::regime::{RegimeConditionalSignal, MarketRegime};
use fin_primitives::signals::BarInput;
use rust_decimal_macros::dec;

let mut signal = RegimeConditionalSignal::new(14, 21, 14).unwrap();
let bar = BarInput::new(dec!(100), dec!(102), dec!(98), dec!(100), dec!(1000));
// During warm-up, regime is Unknown → signal suppressed
let val = signal.update(&bar, MarketRegime::Unknown);
assert!(val.is_none());

Implementations

impl RegimeConditionalSignal

pub fn new( trending_period: usize, mean_reverting_period: usize, neutral_period: usize, ) -> Result<Self, FinError>

Constructs a new RegimeConditionalSignal.

• trending_period: RSI period for trending regime (e.g. 14).
• mean_reverting_period: RSI period for mean-reverting regime (e.g. 21).
• neutral_period: RSI period for all other regimes (e.g. 14).

Errors

Returns FinError::InvalidPeriod if any period is zero.

pub fn update( &mut self, bar: &BarInput, regime: MarketRegime, ) -> Option<Result<f64, FinError>>

Updates the appropriate RSI indicator for the given regime and returns the current RSI value, or None if the signal is suppressed.

Suppressed in: Crisis, Unknown (risk-off regimes).

Errors

Propagates any FinError from RSI computation.

pub fn is_ready(&self) -> bool

Returns true when all internal RSI indicators are warmed up.

pub fn reset(&mut self)

Resets all internal indicators.