Struct RelativeStrengthAB 

pub struct RelativeStrengthAB { /* private fields */ }

Comparative relative strength of asset a against asset b.

Each update receives one (a, b) price pair and forms the ratio line a / b. The ratio is then smoothed with a simple moving average and run through an RSI, so a single indicator gives you the relative-strength level, its trend, and whether that trend is overbought or oversold:

ratio     = a / b
ratio_ma  = SMA(ratio, ma_period)
ratio_rsi = RSI(ratio, rsi_period)

A rising ratio means a is outperforming b; ratio_ma shows the trend of that outperformance and ratio_rsi flags exhaustion (e.g. > 70 after a strong run of a over b). This is the classic “asset-vs-asset” or “asset-vs-index” rotation screen.

The first output appears once both the moving average and the RSI have warmed up; the ratio itself is computed from the first valid pair. A non-finite price or a zero denominator (b == 0) makes the ratio undefined and is skipped, leaving the internal averages untouched.

Example

use wickra_core::{Indicator, RelativeStrengthAB};

let mut rs = RelativeStrengthAB::new(5, 5).unwrap();
let mut last = None;
for _ in 0..20 {
    last = rs.update((200.0, 100.0)); // ratio is a constant 2.0
}
let out = last.unwrap();
assert!((out.ratio - 2.0).abs() < 1e-12);
assert!((out.ratio_ma - 2.0).abs() < 1e-12);
// A flat ratio has no gains or losses, so its RSI sits at the neutral 50.
assert!((out.ratio_rsi - 50.0).abs() < 1e-9);

Implementations

impl RelativeStrengthAB

pub fn new(ma_period: usize, rsi_period: usize) -> Result<Self>

Construct a new comparative relative-strength indicator.

ma_period is the moving-average look-back of the ratio; rsi_period is the RSI look-back of the ratio.

Errors

Returns Error::PeriodZero if either period is zero.

pub const fn ma_period(&self) -> usize

Moving-average look-back of the ratio.

pub const fn rsi_period(&self) -> usize

RSI look-back of the ratio.

Trait Implementations

impl Clone for RelativeStrengthAB

fn clone(&self) -> RelativeStrengthAB

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RelativeStrengthAB

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

Formats the value using the given formatter.

impl Indicator for RelativeStrengthAB

type Input = (f64, f64)

(a, b) price pair.

type Output = RelativeStrengthOutput

Type of one output value.

fn update(&mut self, input: (f64, f64)) -> Option<RelativeStrengthOutput>

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.