Struct RegimeDetector

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pub struct RegimeDetector {
    pub vol_detector: VolatilityRegime,
    pub trend_detector: TrendRegime,
}

Expand description

Combined regime detector

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§vol_detector: VolatilityRegime§trend_detector: TrendRegime

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impl RegimeDetector

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pub fn new() -> Self

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pub fn detect( &self, prices: &Series, returns: &Series, ) -> Result<Vec<MarketRegime>>

Detect combined regime

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pub fn detect_numeric( &self, prices: &Series, returns: &Series, ) -> Result<Series>

Get regime as numeric series

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impl Default for RegimeDetector

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fn default() -> Self

Returns the “default value” for a type. Read more

Auto Trait Implementations§

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impl UnwindSafe for RegimeDetector

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

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impl<T> ArchivePointee for T

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type ArchivedMetadata = ()

The archived version of the pointer metadata for this type.

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fn pointer_metadata( _: &<T as ArchivePointee>::ArchivedMetadata, ) -> <T as Pointee>::Metadata

Converts some archived metadata to the pointer metadata for itself.

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where T: ?Sized,

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where W: DeserializeWith<F, T, D>, D: Fallible + ?Sized, F: ?Sized,

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fn deserialize( &self, deserializer: &mut D, ) -> Result<With<T, W>, <D as Fallible>::Error>

Deserializes using the given deserializer

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impl<T> From<T> for T

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fn instrument(self, span: Span) -> Instrumented<Self>

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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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 more

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