Struct UlcerIndex 

pub struct UlcerIndex { /* private fields */ }

Ulcer Index — Peter Martin’s downside-only volatility / risk measure.

Standard deviation punishes upside and downside moves equally; the Ulcer Index measures only the pain of drawdowns. For each bar it computes the percentage drop from the highest price of the trailing window, squares it, and reports the root-mean-square over the window:

drawdown_t = 100 · (price_t − max(price, period)_t) / max(price, period)_t
UlcerIndex = √( mean( drawdown² over period ) )

A pure up-trend never trades below its own running high, so its Ulcer Index is 0; the deeper and longer the drawdowns, the higher the reading. It is the volatility measure of choice for risk-adjusted return ratios (the “Martin ratio” / UPI).

Each update is amortised O(1): the trailing maximum is tracked with a monotonically-decreasing deque of (index, price) pairs, so the indicator honours the Indicator trait’s O(1)-per-tick contract even for long windows.

Example

use wickra_core::{Indicator, UlcerIndex};

let mut indicator = UlcerIndex::new(14).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + (f64::from(i) * 0.3).sin() * 8.0);
}
assert!(last.is_some());

Implementations

impl UlcerIndex

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

Construct a new Ulcer Index with the given period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

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

Current value if available.

Trait Implementations

impl Clone for UlcerIndex

fn clone(&self) -> UlcerIndex

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for UlcerIndex

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

Formats the value using the given formatter.

impl Indicator for UlcerIndex

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.