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Sma

Struct Sma 

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pub struct Sma { /* private fields */ }
Expand description

Simple Moving Average over a fixed window.

Maintains a rolling sum so each update is O(1). Output equals sum(last period prices) / period once the window is full; None before.

On long-running streams a single-subtract incremental sum can accumulate rounding error (catastrophic cancellation when values of very different magnitudes are alternately added and removed). To keep drift bounded, the running sum is reseeded from the live window every 16 · period updates — O(1) amortised cost (O(period) work amortised over O(period) updates), zero observable behaviour change on inputs that did not drift to begin with, and a strict cap on accumulated rounding for streams that did.

§Example

use wickra_core::{Indicator, Sma};

let mut indicator = Sma::new(3).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

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impl Sma

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

Construct a new SMA with the given window length.

§Errors

Returns Error::PeriodZero if period == 0.

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pub const fn period(&self) -> usize

Configured window length.

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pub fn value(&self) -> Option<f64>

Current value if available.

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impl Clone for Sma

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fn clone(&self) -> Sma

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for Sma

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

Formats the value using the given formatter. Read more
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impl Indicator for Sma

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type Input = f64

Type of one input data point (typically f64 for a price, or Candle / Tick).
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type Output = f64

Type of one output value.
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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.
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fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.
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fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.
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fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.
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fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.

Auto Trait Implementations§

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impl Freeze for Sma

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impl RefUnwindSafe for Sma

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impl Send for Sma

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impl Sync for Sma

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impl Unpin for Sma

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impl UnsafeUnpin for Sma

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impl UnwindSafe for Sma

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> BatchExt for T
where T: Indicator,

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fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
where Self::Input: Clone,

Run the indicator over a slice of inputs in order, returning one output (or None during warmup) per input.
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fn batch_parallel<F>( inputs_per_asset: &[Vec<Self::Input>], make: F, ) -> Vec<Vec<Option<Self::Output>>>
where Self: Sized + Send, Self::Input: Sync + Clone, Self::Output: Send, F: Fn() -> Self + Sync + Send,

Available on crate feature parallel only.
Run an independent copy of the indicator over each input series in parallel. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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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 more
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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

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
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impl<T> Pointable for T

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const ALIGN: usize

The alignment of pointer.
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type Init = T

The type for initializers.
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unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
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unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
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unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
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unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.