Struct TaFeaturesNamespace 

pub struct TaFeaturesNamespace<'a>(/* private fields */);

Sub-namespace returned by .ta().features(). Methods here implement the exact locked surface for the 4ps/gwx cross-epic deliverable.

Implementations

impl<'a> TaFeaturesNamespace<'a>

pub fn hurst(self, period: usize) -> LazyFrame

Hurst persistence feature (plus internal regime label in the core extractor). Output column: “hurst_{period}” (f64).

Delegates to quantwave_core::features::HurstFeatureExtractor (Next<f64, Output=HurstFeatures>).

pub fn cyber_cycle(self, length: usize) -> LazyFrame

Cyber Cycle rich features (cycle + trigger + derived momentum + signal). Returns Struct column named “cyber_cycle” with fields: cycle, trigger, momentum, signal (all f64).

Delegates to quantwave_core::features::CyberCycleFeatureExtractor. Struct return matches project convention for multi-output (see macd, bbands, supertrend etc in lib.rs).

pub fn griffiths_dominant_cycle( self, lower: usize, upper: usize, length: usize, ) -> LazyFrame

Griffiths Dominant Cycle estimate (high-value stationary cycle feature). Output column: “griffiths_dc” (f64) — name fixed per locked 4ps deliverable spec (params not encoded in col name).

Delegates to quantwave_core::features::GriffithsDominantCycleFeatureExtractor.

pub fn regime_features(self) -> LazyFrame

Basic regime label feature (usable for filters/sizing in backtester + MVP notebook). Output column: “regime_label” (u32).

For this minimal surface we compute a real label using the HMM bull_bear detector on close (consistent with existing regime exprs in lib.rs). Simple label satisfies the locked 4ps deliverable spec; richer probs/one-hot can layer on later.

Delegates to quantwave_core::regimes::hmm::HMM + MarketRegime (see also regime.rs helpers).

pub fn instantaneous_trendline(self) -> LazyFrame

Instantaneous Trendline (Ehlers) with derived trend-strength feature. Returns Struct column “itl” with fields: trend, strength (f64).

pub fn regime_probs(self) -> LazyFrame

HMM soft regime probabilities (bull/bear forward probs from Viterbi deltas). Returns Struct column “regime_probs” with prob_bull, prob_bear, prob_steady, prob_crisis, prob_other.

pub fn trendflex(self, length: usize) -> LazyFrame

Trendflex zero-lag trend component. Output column: “trendflex_{length}” (f64).

pub fn ehlers_autocorrelation(self, length: usize, num_lags: usize) -> LazyFrame

Ehlers Autocorrelation summary features (dominant lag + max correlation). Returns Struct column “ehlers_autocorr” with dominant_lag (u32), max_correlation (f64).

pub fn recommended_matrix(self) -> LazyFrame

Build the recommended ML feature matrix (all locked .ta.features.* outputs).

Chains: hurst, cyber_cycle (struct), griffiths_dc, regime_label, itl (struct), regime_probs (struct), trendflex, ehlers_autocorr (struct). Matches the recommended preset in quantwave.build_feature_matrix() (rdpk).