Struct yata::methods::Derivative

pub struct Derivative { /* private fields */ }

Derivative of specified window length for timeseries of ValueType

Parameters

Has a single parameter length: PeriodType

length should be > 0

Default is 1

Input type

Input type is ValueType

Output type

Output type is ValueType

Examples

use yata::prelude::*;
use yata::methods::Derivative;

let s = vec![0.0, 1.0, 3.0, 0.5, 2.0, -10.0];
let r = vec![0.0, 1.0, 2.0,-2.5, 1.5, -12.0];

let mut derivative = Derivative::new(1, &s[0]).unwrap();

(0..s.len()).for_each(|i| {
    let der = derivative.next(&s[i]);
    assert_eq!(der, r[i]);
});

Performance

O(1)

See also

Integral, Rate of Change, Momentum

Trait Implementations

impl Clone for Derivative

fn clone(&self) -> Derivative

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for Derivative

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Derivative

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

Deserialize this value from the given Serde deserializer.

impl Method for Derivative

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) -> Result<Self, Error>

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 with_history(
    parameters: Self::Params,
    initial_value: &Self::Input
) -> Result<WithHistory<Self, Self::Output>, Error> where
    Self: Sized,
    Self::Output: Debug + Clone, 

Creates an instance of the method with given parameters and initial value, wrapped by historical data holder

fn with_last_value(
    parameters: Self::Params,
    initial_value: &Self::Input
) -> Result<WithLastValue<Self, Self::Output>, Error> where
    Self: Sized,
    Self::Output: Debug + Clone, 

Creates an instance of the method with given parameters and initial value, wrapped by last produced value holder

fn name(&self) -> &str

Returns a name of the method

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

👎 Deprecated

Returns memory size of the method (size, align)

fn over<S>(&mut self, inputs: S) -> Vec<Self::Output> where
    S: Sequence<Self::Input>,
    Self::Input: Sized,
    Self: Sized, 

Iterates the Method over the given inputs slice and returns Vec of output values.

fn apply<T, S>(&mut self, sequence: &mut S) where
    S: Sequence<T> + AsMut<[T]> + ?Sized,
    Self: Method<Input = T, Output = T> + Sized, 

Applies method to the sequence in-place.

fn new_over<S>(
    parameters: Self::Params,
    inputs: S
) -> Result<Vec<Self::Output>, Error> where
    S: Sequence<Self::Input>,
    Self::Input: Sized,
    Self: Sized, 

Creates new Method instance and iterates it over the given inputs slice and returns Vec of output values.

fn new_apply<T, S>(
    parameters: Self::Params,
    sequence: &mut S
) -> Result<(), Error> where
    S: Sequence<T> + AsMut<[T]>,
    Self: Method<Input = T, Output = T> + Sized, 

Creates new Method instance and applies it to the sequence.

fn into_fn<'a>(
    self
) -> Box<dyn FnMut(&'a <Self as Method>::Input) -> <Self as Method>::Output> where
    Self: Sized + 'static,
    Self::Input: 'static, 

Creates a function from the Method instance

fn new_fn(
    params: Self::Params,
    initial_value: &Self::Input
) -> Result<Box<dyn FnMut(&'_ <Self as Method>::Input) -> <Self as Method>::Output>, Error> where
    Self: Sized + 'static, 

Creates new function based on the method

impl Serialize for Derivative

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

Serialize this value into the given Serde serializer.