Struct yata::methods::HMA

pub struct HMA { /* fields omitted */ }

Hull Moving Average for last length values for timeseries of type ValueType

HMA = WMA from (2*WMA over length/2 − WMA over length) over sqrt(length))

Parameters

Has a single parameter length: PeriodType

length should be > 1

Input type

Input type is ValueType

Output type

Output type is ValueType

Examples

use yata::prelude::*;
use yata::methods::HMA;
use yata::helpers::RandomCandles;

let mut candles = RandomCandles::default();

let mut hma = HMA::new(5, candles.first().close);

candles.take(5).enumerate().for_each(|(index, candle)| {
	println!("HMA at #{} is {}", index, hma.next(candle.close));
});

Perfomance

O(1)

See also

Weighted Moving Average

Trait Implementations

impl Clone for HMA

fn clone(&self) -> HMA

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for HMA

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for HMA

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
    __D: Deserializer<'de>, 

Deserialize this value from the given Serde deserializer.

impl Method for HMA

type Params = PeriodType

Method parameters

type Input = ValueType

Input value type

type Output = Self::Input

Output value type

fn new(length: Self::Params, value: Self::Input) -> Self

Static method for creating an instance of the method with given parameters and initial value (simply first input value)

fn next(&mut self, value: Self::Input) -> Self::Output

Generates next output value based on the given input value

fn name(&self) -> &str

Returns a name of the method

fn memsize(&self) -> (usize, usize) where
    Self: Sized, 

Returns memory size of the method (size, align)

fn iter_data<I>(&mut self, input: I) -> MethodOverIterator<'_, Self, I> where
    I: Iterator<Item = Self::Input>,
    Self: Sized, 

Creates an iterator which produces values by the Method over given input data iterator

fn over<I>(&mut self, sequence: I) -> Sequence<Self::Output> where
    I: Iterator<Item = Self::Input>,
    Self: Sized, 

Iterates the Method over the given Sequence and returns timeserie of output values

impl Serialize for HMA

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error> where
    __S: Serializer, 

Serialize this value into the given Serde serializer.