Struct QuantWaveNamespace 

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

Implementations

impl<'a> QuantWaveNamespace<'a>

pub fn features(self) -> TaFeaturesNamespace<'a>

Entry point for the ML features namespace. Usage: df.lazy().ta().features().hurst(20) etc.

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 frac_diff(self, name: &str, d: f64, threshold: f64) -> LazyFrame

Prado fractional differentiation (d order, weight truncation threshold).

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 macdext( self, name: &str, fastperiod: usize, fastmatype: MaType, slowperiod: usize, slowmatype: MaType, signalperiod: usize, signalmatype: MaType, ) -> LazyFrame

pub fn macdfix(self, name: &str, signalperiod: usize) -> LazyFrame

pub fn stochf( self, high: &str, low: &str, close: &str, fastk_period: usize, fastd_period: usize, fastd_matype: MaType, ) -> LazyFrame

pub fn stochrsi( self, name: &str, timeperiod: usize, fastk_period: usize, fastd_period: usize, fastd_matype: MaType, ) -> LazyFrame

pub fn apo( self, name: &str, fastperiod: usize, slowperiod: usize, matype: MaType, ) -> LazyFrame

pub fn ppo( self, name: &str, fastperiod: usize, slowperiod: usize, matype: MaType, ) -> LazyFrame

pub fn bop(self, open: &str, high: &str, low: &str, close: &str) -> LazyFrame

pub fn aroonosc(self, high: &str, low: &str, period: usize) -> LazyFrame

pub fn mfi( self, high: &str, low: &str, close: &str, volume: &str, period: usize, ) -> LazyFrame

pub fn ultosc( self, high: &str, low: &str, close: &str, timeperiod1: usize, timeperiod2: usize, timeperiod3: usize, ) -> LazyFrame

pub fn plus_dm(self, high: &str, low: &str, period: usize) -> LazyFrame

pub fn minus_dm(self, high: &str, low: &str, period: usize) -> LazyFrame

pub fn t3(self, name: &str, period: usize, v_factor: f64) -> LazyFrame

pub fn mama(self, name: &str, fastlimit: f64, slowlimit: f64) -> LazyFrame

pub fn sar( self, high: &str, low: &str, acceleration: f64, maximum: f64, ) -> LazyFrame

pub fn sarext( self, high: &str, low: &str, startvalue: f64, offsetonreverse: f64, accelerationinitlong: f64, accelerationlong: f64, accelerationmaxlong: f64, accelerationinitshort: f64, accelerationshort: f64, accelerationmaxshort: f64, ) -> LazyFrame

pub fn mavp( self, in1: &str, in2: &str, minperiod: usize, maxperiod: usize, matype: MaType, ) -> LazyFrame

pub fn ht_phasor(self, name: &str) -> LazyFrame

pub fn ht_sine(self, name: &str) -> LazyFrame

pub fn supertrend(self, period: usize, multiplier: f64) -> LazyFrame

pub fn anchored_vwap(self, price: &str, volume: &str, anchor: &str) -> LazyFrame

Market Structure (swings + confirmed BOS flips) — rich PA event foundation.

Returns a Struct column “market_structure” with rich metadata fields directly usable for event extraction (filter rows where has_current_flip=true), backtester signals, and ML (regime + feature joins at flip bars).

This wires the core MarketStructure Next impl + PAEvent system into Polars. Emits as Struct series (per project convention for composites like supertrend/bbands). For exploded event log: after collect, filter on has_current_flip and construct PAEvent rows (or use core extract_pa_events on the state columns).

Sources: see market_structure.rs (MQL5 Part 21 + Parts 66/69 lessons).

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 market_structure( self, high: &str, low: &str, swing_strength: usize, ) -> LazyFrame

Market Structure (swings + confirmed BOS flips) Polars accessor. Returns a Struct column “market_structure” with rich per-bar state + flip metadata: bias (0=Neutral,1=Bullish,2=Bearish), last_price/bar (0/NaN if none), has_flip + flip fields (only meaningful when has_flip=true — these are the events), swing_depth, bar_index.

This directly emits the foundation for the standardized PAEvent system:

• Use core extract_pa_events(&state) (or Python equivalent on the struct fields) to obtain typed PAEvent / PAEventKind::MarketStructureFlip carrying strength, confidence=1.0, bar etc.
• Filter/explode for events: .filter(col("market_structure").struct_().field_by_name("has_flip")).
• Rich meta (structure_strength etc) drives backtester sizing/attribution and ML confluence (feature_values/regime_at_event slots filled by join).

Delegates to quantwave_core::MarketStructure (Next<(f64,f64)> -> MarketStructureState + PAEvent adapters). Primary Polars surface for Part 21 PA foundation + rich event standardization.

Matches project patterns (see fractals, supertrend, features.rs cyber_cycle).

Sources: market_structure.rs (MQL5 Part 21 https://www.mql5.com/en/articles/17891 + 66/69 lessons).

pub fn geometric_patterns( self, high: &str, low: &str, swing_strength: usize, ) -> LazyFrame

Geometric Pattern Scanner (Flags + H&S) Polars accessor, built on the MarketStructure foundation. Returns a Struct column “geometric_patterns” containing: flag: Struct(id, is_bull, pole_length, pole_length_atr, breakout_confirmed, breakout_price) hs: Struct(id, is_bearish, height, height_atr, score, breakout_confirmed) (id==0 means no detection on that bar).

Delegates to quantwave_core::GeometricPatternScanner (Part 69 flag + Part 66 H&S rules). Emits rich metadata (pole_length_atr, score, breakout_confirmed) for sizing and filters.

pub fn sr_monitor( self, high: &str, low: &str, close: &str, swing_strength: usize, touch_tolerance: f64, approach_zone: f64, ) -> LazyFrame

S/R Interaction Monitor (MQL5 Part 67) Polars accessor. Returns struct column “sr_monitor” with per-bar structure summary + first interaction (if any). Use interaction_count > 0 to filter event bars; join with regimes/ML features for confluence.

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