Struct Wma 

pub struct Wma { /* private fields */ }

Weighted Moving Average indicator.

Assigns linearly increasing weights to more recent prices. Most recent price has weight = period, oldest has weight = 1.

Formula

WMA = (P11 + P22 + … + Pn*n) / (1 + 2 + … + n)

where n = period and Pn is the most recent price.

Example

use quant_indicators::{Indicator, Wma};
use quant_primitives::Candle;
use chrono::Utc;
use rust_decimal_macros::dec;

let ts = Utc::now();
let candles: Vec<Candle> = (0..20).map(|i| {
    Candle::new(dec!(100), dec!(110), dec!(90), dec!(100) + rust_decimal::Decimal::from(i), dec!(1000), ts).unwrap()
}).collect();
let wma = Wma::new(20).unwrap();
let series = wma.compute(&candles).unwrap();

Implementations

impl Wma

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

Create a new WMA indicator with the specified period.

Errors

Returns InvalidParameter if period is 0.

Trait Implementations

impl Clone for Wma

fn clone(&self) -> Wma

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Wma

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

Formats the value using the given formatter.

impl Indicator for Wma

fn name(&self) -> &str

The name of this indicator (e.g., “SMA(20)”).

fn warmup_period(&self) -> usize

Minimum number of candles required before output is valid.

fn compute(&self, candles: &[Candle]) -> Result<Series, IndicatorError>

Compute the indicator values from candle data.