Skip to content

feat(scan): add stats.momentum.tsmom@1 intraday momentum detector #21

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
radiusred-cody merged 2 commits into from
Jun 6, 2026
Merged

feat(scan): add stats.momentum.tsmom@1 intraday momentum detector #21

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
8951c7a
feat(scan): add stats.momentum.tsmom@1 intraday momentum detector
Jun 6, 2026
76716a3
style(scan): suppress clippy lints in tsmom kernel/dispatch
Jun 6, 2026
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
5 changes: 5 additions & 0 deletions crates/miner-core/src/scan/anom/mod.rs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -25,6 +25,7 @@ pub mod meanrev;
pub mod outliers;
pub mod returns;
pub mod summary;
pub mod tsmom;
pub mod variance_ratio;
pub mod vol;

Expand All @@ -38,6 +39,7 @@ pub use meanrev::OuHalfLifeScan;
pub use outliers::OutliersZAndMadScan;
pub use returns::ReturnsProfileScan;
pub use summary::SummaryWelfordScan;
pub use tsmom::TsmomScan;
pub use variance_ratio::VarianceRatioScan;
pub use vol::VolRollingScan;

Expand All @@ -55,6 +57,7 @@ pub fn register_anom_scans(r: &mut Registry) {
// stats.drawdown.profile <- Plan 04-04
// stats.heteroskedasticity.arch_lm <- Plan 04-06
// stats.meanrev.ou_halflife <- RAD-3627
// stats.momentum.tsmom <- RAD-3839
// stats.normality.jarque_bera <- Plan 04-06
// stats.outliers.z_and_mad <- Plan 04-04
// stats.returns.profile <- Plan 04-03
Expand All @@ -67,6 +70,7 @@ pub fn register_anom_scans(r: &mut Registry) {
r.register(Box::new(DrawdownProfileScan));
r.register(Box::new(ArchLmScan));
r.register(Box::new(OuHalfLifeScan));
r.register(Box::new(TsmomScan));
r.register(Box::new(JarqueBeraScan));
r.register(Box::new(OutliersZAndMadScan));
r.register(Box::new(ReturnsProfileScan));
Expand Down Expand Up @@ -105,6 +109,7 @@ mod tests {
r.get("stats.meanrev.ou_halflife", 1).is_some(),
"RAD-3627 ou_halflife"
);
assert!(r.get("stats.momentum.tsmom", 1).is_some(), "RAD-3839 tsmom");
assert!(
r.get("stats.normality.jarque_bera", 1).is_some(),
"ANOM-09 jarque_bera"
Expand Down
Loading