Struct Alma 

pub struct Alma { /* private fields */ }

Arnaud Legoux Moving Average — a Gaussian-weighted moving average.

Each output is a weighted sum of the last period inputs:

w[i] = exp(-(i - m)^2 / (2 * s^2))   for i in 0..period
m    = offset * (period - 1)
s    = period / sigma
ALMA = sum(price[i] * w[i]) / sum(w[i])

The Gaussian is centred on the relative index offset * (period - 1), so offset = 0.85 puts the peak near the newest sample (responsive), while offset = 0.5 centres the peak in the middle of the window (smooth). sigma controls how concentrated the Gaussian is: larger sigma -> narrower kernel, smaller sigma -> broader (closer to SMA).

Reference: Arnaud Legoux and Dimitrios Kouzis-Loukas, 2009.

Defaults

The community-standard parameters are period = 9, offset = 0.85, sigma = 6.0. The first output lands after exactly period inputs.

Example

use wickra_core::{Alma, Indicator};

let mut alma = Alma::new(9, 0.85, 6.0).unwrap();
let mut last = None;
for i in 0..40 {
    last = alma.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl Alma

pub fn new(period: usize, offset: f64, sigma: f64) -> Result<Self>

Construct a new ALMA with the given period, offset and sigma.

Errors

• Error::PeriodZero if period == 0.
• Error::InvalidPeriod if offset is outside [0.0, 1.0] or sigma <= 0.0 or either of offset / sigma is non-finite.

pub fn classic() -> Self

Construct ALMA with the community-standard parameters (period = 9, offset = 0.85, sigma = 6.0).

pub const fn period(&self) -> usize

Configured period.

pub const fn offset(&self) -> f64

Configured offset.

pub const fn sigma(&self) -> f64

Configured sigma.

Trait Implementations

impl Clone for Alma

fn clone(&self) -> Alma

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Alma

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

Formats the value using the given formatter.

impl Indicator for Alma

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.