Struct WeightedMovingAverage 

pub struct WeightedMovingAverage { /* private fields */ }

Weighted moving average (SMA).

Formula

Where:

• WMA_t - value of simple moving average at a point of time t
• period - number of periods (length)
• p_t - input value at a point of time t

Parameters

• period - number of periods (integer greater than 0)

Example

use core::indicators::WeightedMovingAverage;
use core::Next;

let mut wma = WeightedMovingAverage::new(3).unwrap();
assert_eq!(wma.next(10.0), f64::INFINITY);

Links

• Weighted Moving Average, Wikipedia

Implementations

impl WeightedMovingAverage

pub fn new(period: u32) -> Result<WeightedMovingAverage, Error>

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<'a, T: Close> Next<&'a T> for WeightedMovingAverage

type Output = f64

fn next(&mut self, input: &'a T) -> Self::Output

impl Next<f64> for WeightedMovingAverage

type Output = f64

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

impl Reset for WeightedMovingAverage

fn reset(&mut self)