Struct RollingZScore 

pub struct RollingZScore { /* private fields */ }

Rolling z-score over a sliding window of scalar observations.

Feeds individual Decimal values via update and returns the current z-score via value.

Returns None when the window is not yet filled or when the standard deviation is zero (all values identical).

Example

use quant_indicators::RollingZScore;
use rust_decimal_macros::dec;

let mut zs = RollingZScore::new(3).unwrap();
zs.update(dec!(1));
zs.update(dec!(2));
assert!(zs.value().is_none()); // window not filled
zs.update(dec!(3));
assert!(zs.value().is_some()); // z-score available

Implementations

impl RollingZScore

pub fn new(window: usize) -> Result<Self, IndicatorError>

Create a new rolling z-score with the given window size.

Errors

Returns InvalidParameter if window is 0 or 1 (z-score requires at least 2 observations for variance).

pub fn update(&mut self, value: Decimal)

Feed a new observation into the rolling window.

If the window is full, the oldest observation is evicted.

pub fn value(&self) -> Option<Decimal>

Return the current z-score, or None if the window is not yet filled or the standard deviation is zero.

Trait Implementations

impl Clone for RollingZScore

fn clone(&self) -> RollingZScore

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RollingZScore

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

Formats the value using the given formatter.