Struct StandardErrorBands 

pub struct StandardErrorBands { /* private fields */ }

Standard Error Bands: linear-regression line wrapped by the standard error of the fit.

fit y = a + b·x by OLS over the last `period` closes
residual_i = y_i − (a + b · x_i)
stderr     = sqrt( Σ residual_i² / (period − 2) )   // OLS standard error
middle     = a + b · (period − 1)
upper      = middle + multiplier · stderr
lower      = middle − multiplier · stderr

Standard Error Bands and LinRegChannel both wrap an OLS endpoint, but use different denominators for the dispersion statistic:

• The LinReg Channel uses the population standard deviation of the residuals (denominator n).
• Standard Error Bands use the OLS standard error (denominator n − 2, one degree of freedom for the slope and one for the intercept).

The n − 2 divisor produces a slightly wider channel and is the statistically-correct band-width when the regression is interpreted as a prediction interval. Jon Andersen’s original publication pairs the bands with a default multiplier = 2.0 and a 3-bar SMA smoothing of all three outputs; this implementation reports the raw bands so callers can pipe them through their own smoother (e.g. Sma::new(3)).

Example

use wickra_core::{Indicator, StandardErrorBands};

let mut indicator = StandardErrorBands::new(21, 2.0).unwrap();
let mut last = None;
for i in 0..40 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl StandardErrorBands

pub fn new(period: usize, multiplier: f64) -> Result<Self>

Errors

Returns Error::InvalidPeriod if period < 3 (the n − 2 denominator requires at least 3 points) and Error::NonPositiveMultiplier if multiplier is not strictly positive and finite.

pub const fn period(&self) -> usize

Configured period.

pub const fn multiplier(&self) -> f64

Configured multiplier.

Trait Implementations

impl Clone for StandardErrorBands

fn clone(&self) -> StandardErrorBands

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for StandardErrorBands

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

Formats the value using the given formatter.

impl Indicator for StandardErrorBands

type Input = f64

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

type Output = StandardErrorBandsOutput

Type of one output value.

fn update(&mut self, value: f64) -> Option<StandardErrorBandsOutput>

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.