Struct FisherTransform 

pub struct FisherTransform { /* private fields */ }

Ehlers’ Fisher Transform of price.

Normalises the most recent price to [-1, +1] via min/max over a period window, smooths the normalised value with a 0.33 / 0.67 IIR step, and applies the Fisher transform 0.5 * ln((1+x)/(1-x)). The result has a near-Gaussian distribution, so extreme readings stand out cleanly. A secondary signal is produced by lagging the Fisher value by one bar (the classic trigger), making the indicator a two-line crossover system in charts.

Only the primary Fisher value is exposed here as a scalar; the lagged trigger is one update behind by construction.

Example

use wickra_core::{Indicator, FisherTransform};

let mut ft = FisherTransform::new(10).unwrap();
let mut last = None;
for i in 0..30 {
    last = ft.update(100.0 + (f64::from(i) * 0.3).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl FisherTransform

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

Construct with the rolling extrema window length.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

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

Current Fisher value if available.

Trait Implementations

impl Clone for FisherTransform

fn clone(&self) -> FisherTransform

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FisherTransform

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

Formats the value using the given formatter.

impl Indicator for FisherTransform

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.