Struct Tii 

pub struct Tii { /* private fields */ }

M.H. Pee’s Trend Intensity Index — a [0, 100] oscillator that measures what fraction of the recent SMA deviations are positive.

First, compute an SMA(close, sma_period) (canonical sma_period = 60). On each bar t that the SMA is defined, compute the deviation dev_t = close_t − SMA_t. Then, over the most recent dev_period deviations (canonical dev_period = 30, i.e. sma_period / 2), sum the positive and negative magnitudes separately:

SD_pos = Σ_{i ∈ window, dev_i > 0}  dev_i
SD_neg = Σ_{i ∈ window, dev_i < 0}  |dev_i|
TII    = 100 · SD_pos / (SD_pos + SD_neg)

TII is bounded in [0, 100]: high readings (> 80) signal a sustained uptrend (most recent closes above the SMA), low readings (< 20) a sustained downtrend. A perfectly flat window produces 50 (every deviation is zero, so the indicator falls back to its neutral mid-point).

The first output is emitted once both the SMA is ready (sma_period inputs) and the deviation ring is full (dev_period − 1 more inputs): warmup = sma_period + dev_period − 1.

Example

use wickra_core::{Indicator, Tii};

let mut indicator = Tii::new(20, 10).unwrap();
let mut last = None;
for i in 0..60 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl Tii

pub fn new(sma_period: usize, dev_period: usize) -> Result<Self>

Construct a new TII with the SMA period and the deviation window length.

The canonical Pee parameters are (sma_period = 60, dev_period = 30); expose them as the Python defaults.

Errors

Returns Error::PeriodZero if either period is 0.

pub const fn periods(&self) -> (usize, usize)

Configured (sma_period, dev_period).

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

Current value if available.

Trait Implementations

impl Clone for Tii

fn clone(&self) -> Tii

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Tii

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

Formats the value using the given formatter.

impl Indicator for Tii

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.