Struct VolatilityClusterer 

pub struct VolatilityClusterer { /* private fields */ }

A streaming volatility clusterer that identifies market regimes based on ATR.

Implementations

impl VolatilityClusterer

pub fn new(atr_period: usize, window_size: usize, k: usize) -> Self

Creates a new VolatilityClusterer.

Arguments

• atr_period - The period for the underlying ATR indicator.
• window_size - The number of recent ATR values to consider for clustering.
• k - The number of volatility regimes to identify (e.g., 3 for Low/Med/High).

Trait Implementations

impl Clone for VolatilityClusterer

fn clone(&self) -> VolatilityClusterer

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VolatilityClusterer

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for VolatilityClusterer

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Next<(f64, f64, f64)> for VolatilityClusterer

type Output = MarketRegime

fn next(&mut self, input: (f64, f64, f64)) -> Self::Output

Process the next input and return the updated output.

impl Serialize for VolatilityClusterer

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.