Struct Rwi 

pub struct Rwi { /* private fields */ }

Mike Poulos’ Random Walk Index — a trend-vs.-random-walk indicator that asks “how many standard deviations away from a random walk is the current move?”.

For each lookback i ∈ [2, period], RWI computes the ratio of the actual price displacement over i bars to the expected displacement of a random walk of the same length:

RWI_High_t(i) = (high_t  − low_{t-i+1})  / (ATR_i(t) * sqrt(i))
RWI_Low_t(i)  = (high_{t-i+1} − low_t)   / (ATR_i(t) * sqrt(i))

where ATR_i(t) is the simple average of true-range over the most recent i bars. The reported RWI_High_t / RWI_Low_t are the maxima of these ratios across all lookbacks i ∈ [2, period].

RWI_High crossing above RWI_Low and exceeding 1 (> 2 is the typical strong-trend threshold) signals an uptrend dominating random-walk; the mirror situation flags a downtrend. When both lines are below 1, neither direction beats a random walk and the market is read as ranging.

The first output is emitted after period candles (the second one provides the first period = 2 lookback, so the indicator emits at index period - 1).

Example

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

let mut indicator = Rwi::new(14).unwrap();
let mut last = None;
for i in 0..80 {
    let base = 100.0 + f64::from(i);
    let candle =
        Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 10.0, i64::from(i)).unwrap();
    last = indicator.update(candle);
}
assert!(last.is_some());

Implementations

impl Rwi

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

Construct a new RWI with the given lookback period.

Errors

Returns Error::PeriodZero if period == 0. Returns Error::InvalidPeriod if period < 2 — RWI’s shortest lookback is i = 2, so a one-bar window would emit nothing.

pub const fn period(&self) -> usize

Configured period.

pub const fn value(&self) -> Option<RwiOutput>

Current value if available.

Trait Implementations

impl Clone for Rwi

fn clone(&self) -> Rwi

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Rwi

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

Formats the value using the given formatter.

impl Indicator for Rwi

type Input = Candle

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = RwiOutput

Type of one output value.

fn update(&mut self, candle: Candle) -> Option<RwiOutput>

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.