Struct LinearRegression 

pub struct LinearRegression { /* private fields */ }

Linear Regression — the endpoint 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 line’s value at the most recent point:

b (slope)     = (n·Σxy − Σx·Σy) / (n·Σxx − (Σx)²)
a (intercept) = (Σy − b·Σx) / n
LinearReg     = a + b·(period − 1)

This is TA-Lib’s LINEARREG: a smoothed price that lags less than an SMA because it extrapolates the local trend forward to the current bar instead of averaging it away.

Each update is O(1): the Σx and Σxx terms depend only on period and are precomputed once, while Σy and Σxy are maintained incrementally as the window slides. The closed-form sliding-window identity for x = 0, 1, …, period − 1 is

new_sum_xy = old_sum_xy − old_sum_y + popped_y0    // index shift by −1
new_sum_y  = old_sum_y  − popped_y0
// then push the new value at index n−1:
sum_xy += (n − 1) · new_value
sum_y  += new_value

Example

use wickra_core::{Indicator, LinearRegression};

let mut indicator = LinearRegression::new(14).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(f64::from(i));
}
assert!(last.is_some());

Implementations

impl LinearRegression

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

Construct a new rolling linear regression over period inputs.

Errors

Returns Error::InvalidPeriod if period < 2 — a regression line is undefined for fewer than two points.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for LinearRegression

fn clone(&self) -> LinearRegression

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LinearRegression

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

Formats the value using the given formatter.

impl Indicator for LinearRegression

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.