Struct Tsi 

pub struct Tsi { /* private fields */ }

True Strength Index — William Blau’s double-smoothed momentum oscillator.

The 1-bar momentum price_t − price_{t−1} and its absolute value are each smoothed twice — first with an EMA of length long, then with an EMA of length short — and the indicator reports their ratio scaled to a percentage:

TSI = 100 · EMA_short(EMA_long(momentum)) / EMA_short(EMA_long(|momentum|))

The double smoothing strips most of the noise while the ratio normalises the result into a roughly [−100, 100] oscillator centred on zero: positive means net upward pressure, negative net downward.

Example

use wickra_core::{Indicator, Tsi};

let mut indicator = Tsi::new(25, 13).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + f64::from(i));
}
assert_eq!(last, Some(100.0)); // pure uptrend saturates at +100

Implementations

impl Tsi

pub fn new(long: usize, short: usize) -> Result<Self>

Construct a new TSI with the long and short smoothing periods.

Errors

Returns Error::PeriodZero if either period is 0.

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

The (long, short) smoothing periods.

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

Current value if available.

Trait Implementations

impl Clone for Tsi

fn clone(&self) -> Tsi

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Tsi

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

Formats the value using the given formatter.

impl Indicator for Tsi

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.