waveguard_price_manipulation
Detect price manipulation in time-series data. Send a price or price+volume history as a numeric array. Early windows define 'normal' trading, recent windows are tested for manipulation patterns (pump-and-dump, spoofing, layering).
Example: Send 90 days of closing prices → detect manipulated windows.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| data | Yes | Price time-series array (chronological). At least 20 data points. | |
| sensitivity | No | Detection sensitivity (default: 1.5). | |
| window_size | No | Window size (default: 10). Smaller = finer detection. | |
| test_windows | No | Number of recent windows to test (default: half). |