Struct PainIndex 

pub struct PainIndex { /* private fields */ }

Rolling Pain Index — Thomas Becker’s continuous-pain risk measure.

Input is treated as an equity-curve sample. The Pain Index is the mean drawdown depth over the trailing window of period bars, expressed as a non-negative fraction:

peak_t   = running max over window up to t
dd_t     = (peak_t − equity_t) / peak_t          (0 if no drawdown)
PainIdx  = mean(dd_t over window)

Where Ulcer Index uses an RMS aggregation that punishes deep drawdowns disproportionately, the Pain Index uses a plain arithmetic mean. The two are normally similar; the Pain Index reads slightly lower on stresses with a few large drawdowns and similar elsewhere.

Each update is O(period).

Implementations

impl PainIndex

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

Construct a new rolling Pain Index.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured window length.

Trait Implementations

impl Clone for PainIndex

fn clone(&self) -> PainIndex

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PainIndex

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

Formats the value using the given formatter.

impl Indicator for PainIndex

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.