pub struct Dpo { /* private fields */ }Expand description
Detrended Price Oscillator — strips the trend out of price to expose its shorter cycles.
Instead of comparing price to a current moving average, DPO compares a
past price — shifted back by period / 2 + 1 bars — to the moving
average of the window:
shift = period / 2 + 1
DPO_t = price_{t − shift} − SMA(period)_tBecause the price is taken from roughly half a cycle back, the dominant trend cancels out and what remains oscillates around zero — making the peak-to-peak cycle length easy to read. DPO is not a momentum indicator and is not meant to track the latest bar.
§Example
use wickra_core::{Indicator, Dpo};
let mut indicator = Dpo::new(20).unwrap();
let mut last = None;
for i in 0..80 {
last = indicator.update(100.0 + (f64::from(i) * 0.3).sin() * 10.0);
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Indicator for Dpo
impl Indicator for Dpo
Source§fn update(&mut self, input: f64) -> Option<f64>
fn update(&mut self, input: 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.Source§fn reset(&mut self)
fn reset(&mut self)
Reset all internal state, leaving the indicator equivalent to a freshly
constructed instance with the same parameters.
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
Number of inputs required before the first non-
None output can be produced.Auto Trait Implementations§
impl Freeze for Dpo
impl RefUnwindSafe for Dpo
impl Send for Dpo
impl Sync for Dpo
impl Unpin for Dpo
impl UnsafeUnpin for Dpo
impl UnwindSafe for Dpo
Blanket Implementations§
Source§impl<T> BatchExt for Twhere
T: Indicator,
impl<T> BatchExt for Twhere
T: Indicator,
Source§fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
Run the indicator over a slice of inputs in order, returning one output (or
None during warmup) per input.Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more