Struct RegimeDetector 

pub struct RegimeDetector { /* private fields */ }

Main indicator-based regime detection engine.

Feeds OHLC bars through ADX, ATR, Bollinger Bands, and dual-EMA indicators, then scores each regime possibility to produce a classification with confidence.

Includes a stability filter to prevent regime whipsawing.

Example

use indicators::{RegimeDetector, RegimeConfig, MarketRegime};

let mut detector = RegimeDetector::crypto_optimized();

// Feed OHLC bars
for i in 0..300 {
    let price = 100.0 + i as f64 * 0.5;
    let result = detector.update(price + 1.0, price - 1.0, price);
    if detector.is_ready() {
        println!("Regime: {} (conf: {:.0}%)", result.regime, result.confidence * 100.0);
    }
}

Implementations

impl RegimeDetector

pub fn new(config: RegimeConfig) -> Self

Create a new detector with the given configuration

pub fn default_config() -> Self

Create with default config

pub fn crypto_optimized() -> Self

Create optimized for crypto markets

pub fn conservative() -> Self

Create with conservative config

pub fn update(&mut self, high: f64, low: f64, close: f64) -> RegimeConfidence

Update with new OHLC bar and get the regime classification.

Returns a RegimeConfidence with the detected regime, confidence score, and supporting indicator metrics.

The detector requires a warmup period (determined by the longest indicator period) before it starts producing meaningful classifications. During warmup, it returns MarketRegime::Uncertain with zero confidence.

pub fn is_ready(&self) -> bool

Check if detector has enough data to classify regime.

All indicators must be warmed up before the detector can produce meaningful results.

pub fn current_regime(&self) -> MarketRegime

Get current detected regime

pub fn recommended_strategy(&self) -> RecommendedStrategy

Get recommended strategy for current regime

pub fn bars_in_current_regime(&self) -> usize

Get number of bars in current regime

pub fn adx_value(&self) -> Option<f64>

Get ADX value

pub fn atr_value(&self) -> Option<f64>

Get ATR value

pub fn config(&self) -> &RegimeConfig

Get current config

pub fn set_config(&mut self, config: RegimeConfig)

Update config (resets internal state)

pub fn regime_history(&self) -> &VecDeque<MarketRegime>

Get the regime history (most recent at the back)

pub fn last_close(&self) -> Option<f64>

Get the last close price

Trait Implementations

impl Debug for RegimeDetector

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

Formats the value using the given formatter.