Struct Vidya 

pub struct Vidya { /* private fields */ }

Tushar Chande’s Variable Index Dynamic Average — an EMA whose smoothing factor is scaled by the absolute Chande Momentum Oscillator (CMO).

Strong directional momentum (high |CMO|) pushes the effective smoothing constant toward the EMA-of-period’s natural rate; flat / choppy windows (|CMO| close to zero) shrink it toward zero so VIDYA coasts on its prior value:

alpha_base = 2 / (period + 1)
alpha_t    = alpha_base * |CMO(cmo_period)| / 100
VIDYA_t    = alpha_t * price_t + (1 - alpha_t) * VIDYA_{t-1}

The series is seeded with the first price emitted after the CMO warm-up (i.e. after cmo_period + 1 inputs).

Reference: Tushar Chande, Stocks & Commodities, 1992.

Example

use wickra_core::{Indicator, Vidya};

let mut vidya = Vidya::new(14, 9).unwrap();
let mut last = None;
for i in 0..80 {
    last = vidya.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl Vidya

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

Errors

Returns Error::PeriodZero if either period is zero.

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

Configured (period, cmo_period).

Trait Implementations

impl Clone for Vidya

fn clone(&self) -> Vidya

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Vidya

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

Formats the value using the given formatter.

impl Indicator for Vidya

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.