Struct LinRegChannel 

pub struct LinRegChannel { /* private fields */ }

Linear Regression Channel: rolling least-squares line with ±k·σ bands sized by the residuals about the fitted line.

fit y = a + b·x by OLS over the last `period` closes
residual_i = y_i − (a + b · x_i)
sigma      = sqrt( Σ residual_i² / period )      // population stddev
middle     = a + b · (period − 1)                // endpoint of the line
upper      = middle + multiplier · sigma
lower      = middle − multiplier · sigma

Where BollingerBands measures dispersion about the mean, the LinReg Channel measures it about the trend: detrended residuals, so a steady drift up or down does not bias the band width. The resulting envelope tracks the trend without flaring on momentum bursts — breakouts are statistically meaningful in the direction of trend, not just in absolute price.

Example

use wickra_core::{Indicator, LinRegChannel};

let mut indicator = LinRegChannel::new(20, 2.0).unwrap();
let mut last = None;
for i in 0..40 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl LinRegChannel

pub fn new(period: usize, multiplier: f64) -> Result<Self>

Errors

Returns Error::InvalidPeriod if period < 2 and Error::NonPositiveMultiplier if multiplier is not strictly positive and finite.

pub const fn period(&self) -> usize

Configured period.

pub const fn multiplier(&self) -> f64

Configured multiplier.

Trait Implementations

impl Clone for LinRegChannel

fn clone(&self) -> LinRegChannel

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LinRegChannel

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

Formats the value using the given formatter.

impl Indicator for LinRegChannel

type Input = f64

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = LinRegChannelOutput

Type of one output value.

fn update(&mut self, value: f64) -> Option<LinRegChannelOutput>

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.