Struct EhlersStochastic 

pub struct EhlersStochastic { /* private fields */ }

Ehlers’ Adaptive Stochastic.

Implements the construction described in Cycle Analytics for Traders (Ehlers 2013, ch. 7): the raw price is first passed through a RoofingFilter (high-pass + SuperSmoother bandpass) to isolate the tradable cycle band, then the classic Stochastic %K formula is applied to the filtered output over period bars and finally re-smoothed by a 2-bar SuperSmoother. The result is a ±1-normalised oscillator that reacts to cycles without trending bias from low-frequency drift.

The output uses Ehlers’ 2 * (X - MinX) / (MaxX - MinX) - 1 convention, so the range is [-1, +1] rather than the conventional [0, 100].

Example

use wickra_core::{Indicator, EhlersStochastic};

let mut es = EhlersStochastic::new(20).unwrap();
let mut last = None;
for i in 0..120 {
    last = es.update(100.0 + (f64::from(i) * 0.3).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl EhlersStochastic

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

Construct with the rolling window length used by the inner stochastic.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

pub const fn value(&self) -> Option<f64>

Current value if available.

Trait Implementations

impl Clone for EhlersStochastic

fn clone(&self) -> EhlersStochastic

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for EhlersStochastic

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

Formats the value using the given formatter.

impl Indicator for EhlersStochastic

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.