pub struct Ema { /* private fields */ }Expand description
Exponential Moving Average with smoothing factor alpha = 2 / (period + 1).
The first value is seeded with the simple mean of the first period inputs
(the classical TA-Lib convention). From then on each new input contributes
alpha * input + (1 - alpha) * previous.
§Example
use wickra_core::{Indicator, Ema};
let mut indicator = Ema::new(3).unwrap();
let mut last = None;
for i in 0..80 {
last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());Implementations§
Source§impl Ema
impl Ema
Sourcepub fn with_alpha(alpha: f64) -> Result<Self>
pub fn with_alpha(alpha: f64) -> Result<Self>
Construct an EMA with a custom smoothing factor alpha in (0, 1].
The reported period is derived from alpha via 2/alpha - 1 and rounded;
warmup_period() falls back to 1 because the implementation seeds from the
very first input.
§Errors
Returns Error::InvalidPeriod if alpha is not in (0.0, 1.0] or non-finite.
Trait Implementations§
Source§impl Indicator for Ema
impl Indicator for Ema
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 Ema
impl RefUnwindSafe for Ema
impl Send for Ema
impl Sync for Ema
impl Unpin for Ema
impl UnsafeUnpin for Ema
impl UnwindSafe for Ema
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