Struct Smi 

pub struct Smi { /* private fields */ }

William Blau’s Stochastic Momentum Index — a doubly-smoothed, ±100-bounded oscillator built from the close’s distance to the centre of the recent high-low range.

Over the lookback period, let HH = max(high), LL = min(low), C = (HH + LL) / 2 and R = HH - LL. The raw displacement is d_t = close_t - C_t. Both d and R are smoothed twice with EMAs, then combined into the bounded reading:

D_smoothed  = EMA(EMA(d, d_period), d2_period)
HL_smoothed = EMA(EMA(R, d_period), d2_period)
SMI         = 100 · D_smoothed / (HL_smoothed / 2)

Blau’s recommended defaults are (period = 5, d = 3, d2 = 3). Wickra publishes the SMI value only; the optional signal EMA(SMI, k) is left to the consumer via Chain / their own Ema.

Example

use wickra_core::{Candle, Indicator, Smi};

let mut smi = Smi::new(5, 3, 3).unwrap();
let mut last = None;
for i in 0..40 {
    let p = 100.0 + f64::from(i);
    let candle = Candle::new(p, p + 1.0, p - 1.0, p, 1.0, i64::from(i)).unwrap();
    last = smi.update(candle);
}
assert!(last.is_some());

Implementations

impl Smi

pub fn new(period: usize, d_period: usize, d2_period: usize) -> Result<Self>

Errors

Returns Error::PeriodZero if any period is zero.

pub fn classic() -> Self

Blau’s recommended defaults (period = 5, d = 3, d2 = 3).

pub const fn periods(&self) -> (usize, usize, usize)

Configured (period, d_period, d2_period).

Trait Implementations

impl Clone for Smi

fn clone(&self) -> Smi

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Smi

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

Formats the value using the given formatter.

impl Indicator for Smi

type Input = Candle

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, candle: Candle) -> 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.