Struct EnsembleRegimeDetector 

pub struct EnsembleRegimeDetector { /* private fields */ }

Ensemble regime detector combining indicator-based and HMM methods.

Feeds the same OHLC data to both detectors simultaneously and combines their outputs using weighted averaging with agreement bonuses/penalties.

Example

use indicators::{EnsembleRegimeDetector, EnsembleConfig, RegimeConfig, MarketRegime};

let mut ensemble = EnsembleRegimeDetector::default_config();

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

Implementations

impl EnsembleRegimeDetector

pub fn new( ensemble_config: EnsembleConfig, indicator_config: RegimeConfig, ) -> Self

Create with specific configs for both the ensemble and the indicator detector

pub fn default_config() -> Self

Create with default configs (indicator-weighted, crypto-optimized)

pub fn balanced() -> Self

Create balanced ensemble (equal weighting)

pub fn indicator_focused() -> Self

Create indicator-focused ensemble

pub fn hmm_focused() -> Self

Create HMM-focused ensemble

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

Update with new OHLC data and get the ensemble result.

Both detectors are updated with the same data. The ensemble then combines their outputs, adjusting confidence based on agreement.

pub fn current_regime(&self) -> MarketRegime

Get current regime

pub fn agreement_rate(&self) -> f64

Get agreement rate over recent history (0.0 to 1.0)

pub fn is_ready(&self) -> bool

Check if both detectors are ready.

When require_hmm_warmup is true, both must be ready. Otherwise, only the indicator detector needs to be ready.

pub fn indicator_ready(&self) -> bool

Check if only the indicator detector is ready (HMM may still be warming up)

pub fn hmm_ready(&self) -> bool

Check if the HMM detector is ready

pub fn hmm_state_probabilities(&self) -> &[f64]

Get HMM state probabilities

pub fn expected_regime_duration(&self) -> f64

Get HMM expected regime duration

pub fn status(&self) -> EnsembleStatus

Get detailed status for monitoring

pub fn indicator_detector(&self) -> &RegimeDetector

Get a reference to the underlying indicator detector

pub fn hmm_detector(&self) -> &HMMRegimeDetector

Get a reference to the underlying HMM detector

pub fn config(&self) -> &EnsembleConfig

Get the ensemble configuration

Trait Implementations

impl Debug for EnsembleRegimeDetector

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

Formats the value using the given formatter.