pub struct AdaptiveCycle { /* private fields */ }Expand description
Ehlers’ Adaptive Cycle Indicator.
Returns half the current dominant cycle period — the “best” lookback for downstream oscillators like an adaptive RSI or adaptive Stochastic, per Ehlers’ Cycle Analytics for Traders (2013, ch. 11). Halving accounts for the fact that an oscillator over a half-cycle captures the full peak-to- trough swing without aliasing.
The output is rounded to an integer-valued f64 and clamped to [3, 25],
matching the typical operating range of period-adaptive oscillators.
§Example
use wickra_core::{Indicator, AdaptiveCycle};
let mut ac = AdaptiveCycle::new();
let mut last = None;
for i in 0..200 {
last = ac.update(100.0 + (f64::from(i) * 0.4).sin() * 5.0);
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Clone for AdaptiveCycle
impl Clone for AdaptiveCycle
Source§fn clone(&self) -> AdaptiveCycle
fn clone(&self) -> AdaptiveCycle
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for AdaptiveCycle
impl Debug for AdaptiveCycle
Source§impl Default for AdaptiveCycle
impl Default for AdaptiveCycle
Source§fn default() -> AdaptiveCycle
fn default() -> AdaptiveCycle
Returns the “default value” for a type. Read more
Source§impl Indicator for AdaptiveCycle
impl Indicator for AdaptiveCycle
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 AdaptiveCycle
impl RefUnwindSafe for AdaptiveCycle
impl Send for AdaptiveCycle
impl Sync for AdaptiveCycle
impl Unpin for AdaptiveCycle
impl UnsafeUnpin for AdaptiveCycle
impl UnwindSafe for AdaptiveCycle
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