Struct Variance 

pub struct Variance { /* private fields */ }

Rolling population variance over the last period values.

mean     = (1/n) · Σ price
Variance = (1/n) · Σ price² − mean²

Variance is the squared standard deviation. It is the second central moment of the rolling distribution and the natural input to risk calculations that expect squared returns (e.g. portfolio variance, covariance matrices). Use crate::StdDev when you need the scale-preserving square root instead.

Floating-point cancellation can drive the running expression slightly negative on perfectly constant inputs; the result is clamped to zero before being returned so it stays a valid variance.

Example

use wickra_core::{Indicator, Variance};

let mut indicator = Variance::new(20).unwrap();
let mut last = None;
for i in 0..40 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl Variance

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

Construct a new rolling variance with the given period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for Variance

fn clone(&self) -> Variance

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Variance

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

Formats the value using the given formatter.

impl Indicator for Variance

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, value: 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.