Struct ZScore 

pub struct ZScore { /* private fields */ }

Z-Score — how many standard deviations the latest price sits from its rolling mean.

ZScore = (price − SMA(price, n)) / population_stddev(price, n)

A reading of +2 means price is two standard deviations above its recent average — statistically stretched to the upside; −2 is the mirror. It is the standard normalisation behind mean-reversion strategies: a large magnitude flags an extension, a return toward 0 flags reversion. A window with zero dispersion (a flat series) yields 0.

Example

use wickra_core::{Indicator, ZScore};

let mut indicator = ZScore::new(20).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(f64::from(i));
}
assert!(last.is_some());

Implementations

impl ZScore

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

Construct a new Z-Score over a rolling window of period prices.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for ZScore

fn clone(&self) -> ZScore

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ZScore

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

Formats the value using the given formatter.

impl Indicator for ZScore

type Input = f64

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = f64

Type of one output value.

fn update(&mut self, value: f64) -> Option<f64>

Feed one new data point into the indicator and return the freshly computed output, or None if the indicator is still warming up.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.