pub struct QuantWaveNamespace<'a>(/* private fields */);Implementations§
Source§impl<'a> QuantWaveNamespace<'a>
impl<'a> QuantWaveNamespace<'a>
Sourcepub fn features(self) -> TaFeaturesNamespace<'a>
pub fn features(self) -> TaFeaturesNamespace<'a>
Entry point for the ML features namespace. Usage: df.lazy().ta().features().hurst(20) etc.
Source§impl<'a> QuantWaveNamespace<'a>
impl<'a> QuantWaveNamespace<'a>
pub fn acos(self, name: &str) -> LazyFrame
pub fn asin(self, name: &str) -> LazyFrame
pub fn atan(self, name: &str) -> LazyFrame
pub fn ceil(self, name: &str) -> LazyFrame
pub fn cos(self, name: &str) -> LazyFrame
pub fn cosh(self, name: &str) -> LazyFrame
pub fn exp(self, name: &str) -> LazyFrame
pub fn floor(self, name: &str) -> LazyFrame
pub fn ln(self, name: &str) -> LazyFrame
pub fn log10(self, name: &str) -> LazyFrame
pub fn sin(self, name: &str) -> LazyFrame
pub fn sinh(self, name: &str) -> LazyFrame
pub fn sqrt(self, name: &str) -> LazyFrame
pub fn tan(self, name: &str) -> LazyFrame
pub fn tanh(self, name: &str) -> LazyFrame
pub fn add(self, in1: &str, in2: &str) -> LazyFrame
pub fn sub(self, in1: &str, in2: &str) -> LazyFrame
pub fn mult(self, in1: &str, in2: &str) -> LazyFrame
pub fn div(self, in1: &str, in2: &str) -> LazyFrame
pub fn max(self, name: &str, period: usize) -> LazyFrame
pub fn maxindex(self, name: &str, period: usize) -> LazyFrame
pub fn min(self, name: &str, period: usize) -> LazyFrame
pub fn minindex(self, name: &str, period: usize) -> LazyFrame
pub fn sum(self, name: &str, period: usize) -> LazyFrame
pub fn sma(self, name: &str, period: usize) -> LazyFrame
pub fn ema(self, name: &str, period: usize) -> LazyFrame
pub fn wma(self, name: &str, period: usize) -> LazyFrame
pub fn dema(self, name: &str, period: usize) -> LazyFrame
pub fn trima(self, name: &str, period: usize) -> LazyFrame
pub fn kama(self, name: &str, period: usize) -> LazyFrame
pub fn midpoint(self, name: &str, period: usize) -> LazyFrame
pub fn ht_trendline(self, name: &str) -> LazyFrame
pub fn midprice(self, high: &str, low: &str, period: usize) -> LazyFrame
pub fn rsi(self, name: &str, period: usize) -> LazyFrame
pub fn mom(self, name: &str, period: usize) -> LazyFrame
pub fn roc(self, name: &str, period: usize) -> LazyFrame
pub fn rocp(self, name: &str, period: usize) -> LazyFrame
pub fn rocr(self, name: &str, period: usize) -> LazyFrame
pub fn rocr100(self, name: &str, period: usize) -> LazyFrame
pub fn trix(self, name: &str, period: usize) -> LazyFrame
pub fn cmo(self, name: &str, period: usize) -> LazyFrame
pub fn adx(self, high: &str, low: &str, close: &str, period: usize) -> LazyFrame
pub fn adxr( self, high: &str, low: &str, close: &str, period: usize, ) -> LazyFrame
pub fn cci(self, high: &str, low: &str, close: &str, period: usize) -> LazyFrame
pub fn willr( self, high: &str, low: &str, close: &str, period: usize, ) -> LazyFrame
pub fn dx(self, high: &str, low: &str, close: &str, period: usize) -> LazyFrame
pub fn plus_di( self, high: &str, low: &str, close: &str, period: usize, ) -> LazyFrame
pub fn minus_di( self, high: &str, low: &str, close: &str, period: usize, ) -> LazyFrame
pub fn ta_atr( self, high: &str, low: &str, close: &str, period: usize, ) -> LazyFrame
pub fn ta_natr( self, high: &str, low: &str, close: &str, period: usize, ) -> LazyFrame
pub fn ta_trange(self, high: &str, low: &str, close: &str) -> LazyFrame
pub fn obv(self, close: &str, volume: &str) -> LazyFrame
pub fn ad(self, high: &str, low: &str, close: &str, volume: &str) -> LazyFrame
pub fn adosc( self, high: &str, low: &str, close: &str, volume: &str, fast: usize, slow: usize, ) -> LazyFrame
pub fn aroon(self, high: &str, low: &str, period: usize) -> LazyFrame
pub fn stoch( self, high: &str, low: &str, close: &str, fastk: usize, slowk: usize, slowk_matype: MaType, slowd: usize, slowd_matype: MaType, ) -> LazyFrame
pub fn avgprice( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn medprice(self, high: &str, low: &str) -> LazyFrame
pub fn typprice(self, high: &str, low: &str, close: &str) -> LazyFrame
pub fn wclprice(self, high: &str, low: &str, close: &str) -> LazyFrame
pub fn ht_dcperiod(self, name: &str) -> LazyFrame
pub fn ht_dcphase(self, name: &str) -> LazyFrame
pub fn ht_trendmode(self, name: &str) -> LazyFrame
pub fn ta_stddev(self, name: &str, period: usize, nbdev: f64) -> LazyFrame
pub fn ta_var(self, name: &str, period: usize, nbdev: f64) -> LazyFrame
pub fn ta_beta(self, in1: &str, in2: &str, period: usize) -> LazyFrame
pub fn ta_correl(self, in1: &str, in2: &str, period: usize) -> LazyFrame
pub fn ta_linearreg(self, name: &str, period: usize) -> LazyFrame
pub fn ta_linearreg_slope(self, name: &str, period: usize) -> LazyFrame
pub fn ta_linearreg_intercept(self, name: &str, period: usize) -> LazyFrame
pub fn ta_linearreg_angle(self, name: &str, period: usize) -> LazyFrame
pub fn ta_tsf(self, name: &str, period: usize) -> LazyFrame
pub fn cdl_2crows( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_3blackcrows( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_3inside( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_3linestrike( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_3outside( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_3starsinsouth( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_3whitesoldiers( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_abandonedbaby( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_advanceblock( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_belthold( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_breakaway( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_closingmarubozu( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_concealbabyswall( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_counterattack( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_darkcloudcover( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_doji( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_dojistar( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_dragonflydoji( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_engulfing( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_eveningdojistar( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_eveningstar( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_gapsidesidewhite( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_gravestonedoji( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_hammer( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_hangingman( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_harami( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_haramicross( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_highwave( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_hikkake( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_hikkakemod( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_homingpigeon( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_identical3crows( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_inneck( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_invertedhammer( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_kicking( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_kickingbylength( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_ladderbottom( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_longleggeddoji( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_longline( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_marubozu( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_matchinglow( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_mathold( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_morningdojistar( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_morningstar( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_onneck( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_piercing( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_rickshawman( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_risefall3methods( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_separatinglines( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_shootingstar( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_shortline( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_spinningtop( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_stalledpattern( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_sticksandwich( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_takuri( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_tasukigap( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_thrusting( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_tristar( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_unique3river( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_upsidegap2crows( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn cdl_xsidegap3methods( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn macd( self, name: &str, fast: usize, slow: usize, signal: usize, ) -> LazyFrame
pub fn bbands( self, name: &str, period: usize, nbdevup: f64, nbdevdn: f64, matype: MaType, ) -> LazyFrame
pub fn supertrend(self, period: usize, multiplier: f64) -> LazyFrame
pub fn anchored_vwap(self, price: &str, volume: &str, anchor: &str) -> LazyFrame
pub fn hma(self, name: &str, period: usize) -> LazyFrame
pub fn kalman(self, name: &str, q: f64, r: f64) -> LazyFrame
pub fn kinematic_kalman( self, name: &str, q_pos: f64, q_vel: f64, r: f64, ) -> LazyFrame
pub fn vpn( self, high: &str, low: &str, close: &str, volume: &str, period: usize, smooth_period: usize, ) -> LazyFrame
pub fn gap_momentum( self, open: &str, close: &str, period: usize, signal_period: usize, ) -> LazyFrame
pub fn autotune_filter( self, name: &str, window: usize, bandwidth: f64, ) -> LazyFrame
pub fn adaptive_ema( self, high: &str, low: &str, close: &str, period: usize, pds: usize, ) -> LazyFrame
pub fn tradj_ema( self, high: &str, low: &str, close: &str, period: usize, pds: usize, mltp: f64, ) -> LazyFrame
pub fn obvm( self, high: &str, low: &str, close: &str, volume: &str, obvm_period: usize, signal_period: usize, ) -> LazyFrame
pub fn vfi( self, high: &str, low: &str, close: &str, volume: &str, period: usize, coef: f64, vcoef: f64, smoothing_period: usize, ) -> LazyFrame
pub fn sve_volatility_bands( self, high: &str, low: &str, close: &str, bands_period: usize, bands_deviation: f64, low_band_adjust: f64, mid_line_length: usize, ) -> LazyFrame
pub fn exp_dev_bands( self, name: &str, period: usize, multiplier: f64, use_sma: bool, ) -> LazyFrame
pub fn sdo( self, name: &str, lookback_period: usize, period: usize, ema_pds: usize, ) -> LazyFrame
pub fn rsmk( self, price: &str, benchmark: &str, length: usize, ema_length: usize, ) -> LazyFrame
pub fn rodc( self, name: &str, window_size: usize, threshold: f64, smooth_period: usize, ) -> LazyFrame
pub fn reverse_ema(self, name: &str, alpha: f64) -> LazyFrame
pub fn harrington_adx( self, high: &str, low: &str, close: &str, adx_length: usize, adx_smooth_length: usize, ) -> LazyFrame
pub fn keltner_channels( self, high: &str, low: &str, close: &str, ema_period: usize, atr_period: usize, multiplier: f64, ) -> LazyFrame
pub fn alma( self, name: &str, period: usize, offset: f64, sigma: f64, ) -> LazyFrame
pub fn donchian_channels( self, high: &str, low: &str, period: usize, ) -> LazyFrame
pub fn ttm_squeeze( self, high: &str, low: &str, close: &str, period: usize, multiplier_bb: f64, multiplier_kc: f64, ) -> LazyFrame
pub fn vortex_indicator( self, high: &str, low: &str, close: &str, period: usize, ) -> LazyFrame
pub fn heikin_ashi( self, open: &str, high: &str, low: &str, close: &str, ) -> LazyFrame
pub fn wavetrend( self, high: &str, low: &str, close: &str, n1: usize, n2: usize, n3: usize, ) -> LazyFrame
pub fn tema(self, name: &str, period: usize) -> LazyFrame
pub fn zlema(self, name: &str, period: usize) -> LazyFrame
pub fn atr_trailing_stop( self, high: &str, low: &str, close: &str, period: usize, multiplier: f64, ) -> LazyFrame
pub fn pivot_points(self, high: &str, low: &str, close: &str) -> LazyFrame
pub fn bill_williams_fractals(self, high: &str, low: &str) -> LazyFrame
pub fn ichimoku_cloud( self, high: &str, low: &str, p1: usize, p2: usize, p3: usize, ) -> LazyFrame
pub fn volatility_clusterer( self, high: &str, low: &str, close: &str, atr_period: usize, window_size: usize, k: usize, ) -> LazyFrame
pub fn hmm_bull_bear(self, name: &str) -> LazyFrame
pub fn pelt(self, name: &str, penalty: f64, min_dist: usize) -> LazyFrame
pub fn gmm(self, columns: &[&str], _k: usize) -> LazyFrame
pub fn regimes_duration_stats( self, regime_col: &str, num_states: usize, ) -> LazyFrame
pub fn regimes_transition_matrix( self, regime_col: &str, num_states: usize, ) -> LazyFrame
pub fn regimes_stability_score(self, regime_col: &str) -> LazyFrame
pub fn regimes_next_state_prob( self, regime_col: &str, num_states: usize, steps: usize, ) -> LazyFrame
pub fn filter_by_regime(self, regime_col: &str, target_regime: u32) -> LazyFrame
pub fn apply_regime_strategy( self, regime_col: &str, signal_col: &str, regime_weights: HashMap<u32, f64>, ) -> LazyFrame
pub fn regimes_ms_garch(self, returns_col: &str) -> LazyFrame
pub fn regimes_ensemble(self, columns: &[&str], weights: &[f64]) -> LazyFrame
pub fn regimes_tar(self, signal_col: &str, thresholds: Vec<f64>) -> LazyFrame
pub fn regimes_hsmm(self, name: &str) -> LazyFrame
pub fn regimes_hmm_gas(self, name: &str) -> LazyFrame
pub fn regimes_conditioned_metrics( self, returns_col: &str, regime_col: &str, annualization_factor: f64, ) -> LazyFrame
Auto Trait Implementations§
impl<'a> Freeze for QuantWaveNamespace<'a>
impl<'a> !RefUnwindSafe for QuantWaveNamespace<'a>
impl<'a> Send for QuantWaveNamespace<'a>
impl<'a> Sync for QuantWaveNamespace<'a>
impl<'a> Unpin for QuantWaveNamespace<'a>
impl<'a> UnsafeUnpin for QuantWaveNamespace<'a>
impl<'a> !UnwindSafe for QuantWaveNamespace<'a>
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§impl<T> Pointable for T
impl<T> Pointable for T
Source§impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
Source§fn to_subset(&self) -> Option<SS>
fn to_subset(&self) -> Option<SS>
The inverse inclusion map: attempts to construct
self from the equivalent element of its
superset. Read moreSource§fn is_in_subset(&self) -> bool
fn is_in_subset(&self) -> bool
Checks if
self is actually part of its subset T (and can be converted to it).Source§fn to_subset_unchecked(&self) -> SS
fn to_subset_unchecked(&self) -> SS
Use with care! Same as
self.to_subset but without any property checks. Always succeeds.Source§fn from_subset(element: &SS) -> SP
fn from_subset(element: &SS) -> SP
The inclusion map: converts
self to the equivalent element of its superset.