Struct Kama 

pub struct Kama { /* private fields */ }

Kaufman’s Adaptive Moving Average.

KAMA adapts its smoothing constant to volatility: efficient (trending) markets get a fast smoothing constant, choppy markets get a slow one. Parameters are the efficiency-ratio lookback (er_period, default 10), the fast EMA period (fast, default 2) and the slow EMA period (slow, default 30).

Example

use wickra_core::{Indicator, Kama};

let mut indicator = Kama::new(10, 2, 30).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl Kama

pub fn new(er_period: usize, fast: usize, slow: usize) -> Result<Self>

Errors

Returns Error::PeriodZero / Error::InvalidPeriod for bad parameters.

pub fn classic() -> Self

Classic Kaufman parameters: (10, 2, 30).

pub fn periods(&self) -> (usize, f64, f64)

Configured (er_period, fast, slow) periods.

Trait Implementations

impl Clone for Kama

fn clone(&self) -> Kama

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Kama

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

Formats the value using the given formatter.

impl Indicator for Kama

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, 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.

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.