pub struct StochRsi { /* private fields */ }Expand description
Stochastic RSI — the Stochastic Oscillator formula applied to the RSI series instead of to price.
RSI itself rarely reaches its [0, 100] extremes, so it spends most of its
life bunched in the middle of the range. StochRSI re-scales it: it reports
where the current RSI sits within its own high/low range over the last
stoch_period bars, which makes overbought/oversold turns far easier to
see.
StochRSI = 100 · (RSI − min(RSI, stoch_period)) / (max(RSI, …) − min(RSI, …))The output is bounded in [0, 100]. A flat RSI window (zero range) is
reported as the neutral 50.0, matching the Stochastic
convention.
§Example
use wickra_core::{Indicator, StochRsi};
let mut indicator = StochRsi::new(14, 14).unwrap();
let mut last = None;
for i in 0..80 {
last = indicator.update(100.0 + (f64::from(i) * 0.5).sin() * 10.0);
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Indicator for StochRsi
impl Indicator for StochRsi
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 StochRsi
impl RefUnwindSafe for StochRsi
impl Send for StochRsi
impl Sync for StochRsi
impl Unpin for StochRsi
impl UnsafeUnpin for StochRsi
impl UnwindSafe for StochRsi
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