Struct Minimum

pub struct Minimum<T>(/* private fields */);

Minimum Value Calculation for Rolling Windows

A specialized module for tracking minimum values in rolling windows of financial time-series data.

Uses an efficient data structure to maintain the minimum value at all times, providing constant-time lookups and amortized constant-time updates. This approach is particularly valuable for technical analysis indicators that require identifying price extremes, such as Donchian channels, volatility measures, and support/resistance level detection.

The implementation is optimized for financial time-series analysis where identifying minimum values within specific lookback periods is essential for decision-making processes.

Implementations

impl<T: Default + Clone + Float> Minimum<T>

pub fn new(period: usize) -> Self

Creates a new Minimum instance with the specified period

Arguments

• period - The size of the rolling window

Returns

A new Minimum instance

pub fn push(&mut self, value: T)

Pushes a new value into the rolling window

Arguments

• value - The new value to be added to the rolling window

Returns

None if the window is not yet full, otherwise returns the minimum value

pub fn get(&self) -> Option<T>

Returns the minimum value in the rolling window

Returns

None if the window is not yet full, otherwise returns the minimum value

pub fn reset(&mut self)

Resets the rolling window

Trait Implementations

impl<T: Debug> Debug for Minimum<T>

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

Formats the value using the given formatter.