Struct WeightedMovingAverage 

pub struct WeightedMovingAverage { /* private fields */ }

Weighted moving average (WMA).

A moving average that assigns weights that decrease in arithmetical progression. In an n-day WMA the latest day has weight n, the second latest n−1, etc., down to one.

Formula

Where:

• WMA_M - is the value of the WMA at time m
• n - is the period.
• p_M - is the input value at a time period t.

Example

use finlib_ta::indicators::WeightedMovingAverage;
use finlib_ta::Next;

let mut wma = WeightedMovingAverage::new(3).unwrap();
assert_eq!(wma.next(10.0), 10.0);
assert_eq!(wma.next(13.0), 12.0);
assert_eq!(wma.next(16.0), 14.0);
assert_eq!(wma.next(14.0), 14.5);

Links

• Weighted moving average, Wikipedia

Implementations

impl WeightedMovingAverage

pub fn new(period: usize) -> Result<Self>

Trait Implementations

impl Clone for WeightedMovingAverage

fn clone(&self) -> WeightedMovingAverage

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for WeightedMovingAverage

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

Formats the value using the given formatter.

impl Default for WeightedMovingAverage

fn default() -> Self

Returns the “default value” for a type.

impl Display for WeightedMovingAverage

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

Formats the value using the given formatter.

impl<T: Close> Next<&T> for WeightedMovingAverage

type Output = f64

fn next(&mut self, input: &T) -> Self::Output

impl Next<f64> for WeightedMovingAverage

type Output = f64

fn next(&mut self, input: f64) -> Self::Output

impl Period for WeightedMovingAverage

fn period(&self) -> usize

impl Reset for WeightedMovingAverage

fn reset(&mut self)