pub struct InverseFisherTransform { /* private fields */ }Expand description
Inverse Fisher Transform of a scaled scalar input.
Compresses the input through (e^{2x} - 1) / (e^{2x} + 1) = tanh(x), the
algebraic inverse of the Fisher transform. The output is bounded in
[-1, +1] (saturating to exactly ±1 for |scale * input| >= ~19.06
under IEEE 754 doubles), which makes overbought/oversold thresholds at, say, ±0.5
universal across markets and timeframes — the classic use described by
Ehlers in Cybernetic Analysis for Stocks and Futures (2004).
The constructor takes a scale multiplier so callers can feed raw
oscillator readings (e.g. RSI in [0, 100], mapped to [-5, +5] with
scale = 0.1 after a -50 shift) without writing their own scaler.
Internally the indicator just computes tanh(scale * input).
§Example
use wickra_core::{Indicator, InverseFisherTransform};
let mut ift = InverseFisherTransform::new(1.0).unwrap();
// Large positive input saturates to +1, large negative to -1.
assert!(ift.update(10.0).unwrap() > 0.999);
assert!(ift.update(-10.0).unwrap() < -0.999);Implementations§
Source§impl InverseFisherTransform
impl InverseFisherTransform
Trait Implementations§
Source§impl Clone for InverseFisherTransform
impl Clone for InverseFisherTransform
Source§fn clone(&self) -> InverseFisherTransform
fn clone(&self) -> InverseFisherTransform
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for InverseFisherTransform
impl Debug for InverseFisherTransform
Source§impl Indicator for InverseFisherTransform
impl Indicator for InverseFisherTransform
Source§fn update(&mut self, input: f64) -> Option<f64>
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.Source§fn reset(&mut self)
fn reset(&mut self)
Reset all internal state, leaving the indicator equivalent to a freshly
constructed instance with the same parameters.
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
Number of inputs required before the first non-
None output can be produced.Auto Trait Implementations§
impl Freeze for InverseFisherTransform
impl RefUnwindSafe for InverseFisherTransform
impl Send for InverseFisherTransform
impl Sync for InverseFisherTransform
impl Unpin for InverseFisherTransform
impl UnsafeUnpin for InverseFisherTransform
impl UnwindSafe for InverseFisherTransform
Blanket Implementations§
Source§impl<T> BatchExt for Twhere
T: Indicator,
impl<T> BatchExt for Twhere
T: Indicator,
Source§fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
Run the indicator over a slice of inputs in order, returning one output (or
None during warmup) per input.Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more