Struct RecoveryFactor 

pub struct RecoveryFactor { /* private fields */ }

Recovery Factor.

Input is treated as an equity-curve sample (e.g. total account equity). The indicator tracks the running all-time peak and the deepest drawdown seen so far, plus the cumulative net return relative to the first observation:

peak       = max(equity since start)
trough_dd  = max((peak − equity) / peak)
net_return = (equity_last / equity_first) − 1
Recovery   = net_return / trough_dd

Recovery > 1 means the strategy has earned more than it ever lost on the way. A pure up-trend has no drawdown and the indicator reports 0.0 (the ratio is undefined; zero by convention).

Cumulative-from-start rather than rolling-windowed: the user resets to re-start the count. Each update is O(1).

Example

use wickra_core::{Indicator, RecoveryFactor};

let mut r = RecoveryFactor::new();
// Equity climbs, drops 20%, recovers and exceeds original peak.
for v in [100.0, 110.0, 105.0, 95.0, 88.0, 100.0, 120.0, 130.0] {
    r.update(v);
}
assert!(r.value().unwrap() > 0.0);

Implementations

impl RecoveryFactor

pub const fn new() -> Self

Construct a new Recovery Factor tracker.

pub fn value(&self) -> Option<f64>

Current value if available.

Trait Implementations

impl Clone for RecoveryFactor

fn clone(&self) -> RecoveryFactor

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RecoveryFactor

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

Formats the value using the given formatter.

impl Default for RecoveryFactor

fn default() -> RecoveryFactor

Returns the “default value” for a type.

impl Indicator for RecoveryFactor

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.