Struct Jma 

pub struct Jma { /* private fields */ }

Mark Jurik’s adaptive moving average. The original algorithm is proprietary and Jurik Research has never published the full source. This implementation follows the widely-used three-stage filter reconstruction circulated since the 1999 TASC article on the indicator — the same form used by most open-source ports (TradingView Pine, pandas-ta, various MQL ports):

beta        = 0.45 * (period - 1) / (0.45 * (period - 1) + 2)
alpha       = beta ^ power
phase_ratio = clamp(phase / 100 + 1.5, 0.5, 2.5)

e0_t = (1 - alpha) * x_t + alpha * e0_{t-1}
e1_t = (x_t - e0_t) * (1 - beta) + beta * e1_{t-1}
e2_t = (e0_t + phase_ratio * e1_t - JMA_{t-1}) * (1 - alpha)^2 + alpha^2 * e2_{t-1}
JMA_t = JMA_{t-1} + e2_t

The state is seeded by setting e0 = JMA = first input, so a constant input stream is reproduced exactly from the first output onward.

Parameters

• period: smoothing length (default 14).
• phase: phase shift in [-100, 100]. Values outside this range are clamped to the boundary phase_ratio so the constructor never fails on a finite phase.
• power: kernel exponent in 1..=4 (default 2 matches the popular reconstruction).

Example

use wickra_core::{Indicator, Jma};

let mut jma = Jma::new(14, 0.0, 2).unwrap();
let mut last = None;
for i in 0..40 {
    last = jma.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl Jma

pub fn new(period: usize, phase: f64, power: u32) -> Result<Self>

Errors

• Error::PeriodZero if period == 0.
• Error::InvalidPeriod if phase is non-finite or power is outside 1..=4.

pub fn classic() -> Self

Construct JMA with the popular defaults (period = 14, phase = 0, power = 2).

pub const fn params(&self) -> (usize, f64, u32)

Configured (period, phase, power).

Trait Implementations

impl Clone for Jma

fn clone(&self) -> Jma

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Jma

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

Formats the value using the given formatter.

impl Indicator for Jma

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.