Struct MedianAbsoluteDeviation 

pub struct MedianAbsoluteDeviation { /* private fields */ }

Median Absolute Deviation of the last period values.

med   = median(window)
MAD   = median( |x_i − med|  for x_i in window )

MAD is the median analogue of the standard deviation: it is a robust dispersion measure that ignores extreme outliers (a single huge spike barely moves the result) and is widely used as a sturdier alternative to StdDev for risk reporting on heavy-tailed return distributions. Multiplying MAD by 1.4826 produces a consistent estimator of the underlying Gaussian standard deviation (the “robust σ”); Wickra returns the raw MAD so the caller chooses whether to scale.

Each update is O(period log period): the window is kept as a deque and copied into a small scratch buffer that is sorted twice (once to pick the median, once to pick the median of absolute deviations). The rolling structure makes the constant factor low; for the typical period range (10–100) this is dwarfed by the streaming overhead.

Example

use wickra_core::{Indicator, MedianAbsoluteDeviation};

let mut indicator = MedianAbsoluteDeviation::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 MedianAbsoluteDeviation

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

Construct a new rolling MAD with the given period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for MedianAbsoluteDeviation

fn clone(&self) -> MedianAbsoluteDeviation

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MedianAbsoluteDeviation

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

Formats the value using the given formatter.

impl Indicator for MedianAbsoluteDeviation

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.