pub struct CyberneticCycle { /* private fields */ }Expand description
Ehlers’ Cybernetic Cycle Component (CCC).
Classic EasyLanguage construct from Cybernetic Analysis for Stocks and Futures (Ehlers 2004, ch. 4):
smooth[t] = (x[t] + 2*x[t-1] + 2*x[t-2] + x[t-3]) / 6
cycle[t] = (1 - alpha/2)^2 * (smooth[t] - 2*smooth[t-1] + smooth[t-2])
+ 2 * (1 - alpha) * cycle[t-1]
- (1 - alpha)^2 * cycle[t-2]The result is a near-zero-mean oscillator that tracks the dominant cycle
component while filtering trend. alpha is a smoothing fraction in
(0, 1]; Ehlers recommends 2 / (period + 1) for a given critical period.
The first six outputs follow Ehlers’ “use the input directly” initial condition so downstream consumers stay reactive.
§Example
use wickra_core::{Indicator, CyberneticCycle};
let mut cc = CyberneticCycle::new(10).unwrap();
let mut last = None;
for i in 0..30 {
last = cc.update(100.0 + (f64::from(i) * 0.3).sin() * 5.0);
}
assert!(last.is_some());Implementations§
Source§impl CyberneticCycle
impl CyberneticCycle
Trait Implementations§
Source§impl Clone for CyberneticCycle
impl Clone for CyberneticCycle
Source§fn clone(&self) -> CyberneticCycle
fn clone(&self) -> CyberneticCycle
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 CyberneticCycle
impl Debug for CyberneticCycle
Source§impl Indicator for CyberneticCycle
impl Indicator for CyberneticCycle
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 CyberneticCycle
impl RefUnwindSafe for CyberneticCycle
impl Send for CyberneticCycle
impl Sync for CyberneticCycle
impl Unpin for CyberneticCycle
impl UnsafeUnpin for CyberneticCycle
impl UnwindSafe for CyberneticCycle
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