Struct HurstExponent 

pub struct HurstExponent { /* private fields */ }

Hurst Exponent regime classifier via R/S analysis.

Uses a fixed set of subseries sizes [16, 32, 64] and estimates the Hurst exponent from the log-log slope of average R/S vs subseries size.

Implementations

impl HurstExponent

pub fn new(window: usize) -> Result<Self, IndicatorError>

Create a new HurstExponent with the specified lookback window.

The window determines how many recent candles are used for computation.

Errors

Returns InvalidParameter if window is less than 64 (minimum for meaningful R/S analysis with subseries sizes up to 64).

pub fn compute_from_candles(&self, candles: &[Candle]) -> Option<Decimal>

Compute the Hurst exponent from candle closing prices.

Returns None if insufficient data or degenerate price series.

Trait Implementations

impl Clone for HurstExponent

fn clone(&self) -> HurstExponent

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for HurstExponent

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

Formats the value using the given formatter.