pub struct LinRegSlope { /* private fields */ }Expand description
Linear Regression Slope — the slope of a rolling least-squares fit.
Over the last period inputs, indexed x = 0, 1, …, period − 1, it fits
the line y = a + b·x by ordinary least squares and reports the slope:
b = (n·Σxy − Σx·Σy) / (n·Σxx − (Σx)²)This is TA-Lib’s LINEARREG_SLOPE: a momentum-like reading of how steeply
price is trending over the window — positive while it rises, negative
while it falls, near zero when it is flat — without the band-pass quirks
of a difference-based oscillator.
Each update is O(1): the same incremental OLS state as
LinearRegression is maintained — Σx and
Σxx are precomputed once from period, while Σy and Σxy are slid
forward in closed form on every push.
§Example
use wickra_core::{Indicator, LinRegSlope};
let mut indicator = LinRegSlope::new(14).unwrap();
let mut last = None;
for i in 0..80 {
last = indicator.update(f64::from(i));
}
assert!(last.is_some());Implementations§
Source§impl LinRegSlope
impl LinRegSlope
Trait Implementations§
Source§impl Clone for LinRegSlope
impl Clone for LinRegSlope
Source§fn clone(&self) -> LinRegSlope
fn clone(&self) -> LinRegSlope
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for LinRegSlope
impl Debug for LinRegSlope
Source§impl Indicator for LinRegSlope
impl Indicator for LinRegSlope
Source§fn update(&mut self, value: f64) -> Option<f64>
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.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 LinRegSlope
impl RefUnwindSafe for LinRegSlope
impl Send for LinRegSlope
impl Sync for LinRegSlope
impl Unpin for LinRegSlope
impl UnsafeUnpin for LinRegSlope
impl UnwindSafe for LinRegSlope
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