Struct DetrendedStdDev 

pub struct DetrendedStdDev { /* private fields */ }

Detrended (residual) standard deviation over the last period inputs.

Over the trailing window indexed x = 0, 1, …, period − 1 the OLS line y = a + b·x is fitted and the residual sum of squares is then divided by n (population convention):

slope     = (n·Σxy − Σx·Σy) / (n·Σxx − (Σx)²)
SS_total  = Σy² − n·ȳ²
RSS       = SS_total − slope² · ( denom / n )
DetrendedStdDev = √( RSS / n )

Unlike crate::StdDev, which measures dispersion around the rolling mean, DetrendedStdDev measures dispersion around the rolling linear trend — the portion of the price action that is not explained by the local slope. On a strongly trending series this is much smaller than StdDev; on a sideways, mean-reverting series the two converge.

The divisor is n (population), matching the convention of crate::StdDev; use crate::StandardError when you want the textbook standard error of estimate with n − 2 residual degrees of freedom.

Each update is O(1) via the same rolling sums as crate::LinearRegression, plus a running Σy². Floating-point cancellation noise in the residual is clamped to zero before the square root.

Example

use wickra_core::{DetrendedStdDev, Indicator};

let mut indicator = DetrendedStdDev::new(14).unwrap();
let mut last = None;
for i in 0..40 {
    last = indicator.update(100.0 + f64::from(i) + (f64::from(i) * 0.3).sin());
}
assert!(last.is_some());

Implementations

impl DetrendedStdDev

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

Construct a new rolling detrended standard deviation.

Errors

Returns Error::InvalidPeriod if period < 2 — a regression line is undefined for fewer than two points.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for DetrendedStdDev

fn clone(&self) -> DetrendedStdDev

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DetrendedStdDev

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

Formats the value using the given formatter.

impl Indicator for DetrendedStdDev

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, value: 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.