Struct LsmaEngine 

pub struct LsmaEngine { /* private fields */ }

Least Squares Moving Average: the endpoint of an ordinary least-squares fit through the last period closes.

The fit runs over the local window index x = 0 ..= period - 1, so value is the fitted price at x = period - 1 — the current bar, never beyond it.

The same fit already carries more than that endpoint, and those numbers are published rather than recomputed by callers:

• extra["slope"]: price change per bar of the fitted line, in price units per bar. Not an angle: a slope drawn as an angle depends on the axis scaling of whoever draws it.
• extra["intercept"]: fitted price at the local window index 0, i.e. at the oldest bar of the current window — not at the start of the series.
• extra["r2"]: share of the window’s price variance explained by the line, in 0..=1. A goodness of fit, not a probability that the move continues. A window without price variance has nothing left to explain; the convention here is 1.

First output: with the period-th bar, and only when the fit is defined (a window of non-finite values yields none). Indicator::reset clears the window, so the next series starts deterministically.

Implementations

impl LsmaEngine

pub fn new(period: usize) -> Self

Trait Implementations

impl Clone for LsmaEngine

fn clone(&self) -> LsmaEngine

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LsmaEngine

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

Formats the value using the given formatter.

impl Indicator for LsmaEngine

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn reset(&mut self)

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn alerts(&self) -> Vec<IndicatorAlert>

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.