Struct Cfo 

pub struct Cfo { /* private fields */ }

Tushar Chande’s Forecast Oscillator — the percentage difference between the close and the endpoint of an n-bar linear-regression forecast of the close.

CFO_t = 100 · (close_t − LinearRegression(close, period)_t) / close_t

Positive readings mean the close is above the linear forecast (price has overshot trend); negative readings mean it sits below. Wraps the existing LinearRegression so the warmup matches.

Example

use wickra_core::{Cfo, Indicator};

let mut cfo = Cfo::new(14).unwrap();
let mut last = None;
for i in 0..40 {
    last = cfo.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl Cfo

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

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for Cfo

fn clone(&self) -> Cfo

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Cfo

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

Formats the value using the given formatter.

impl Indicator for Cfo

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.