pub struct CenterOfGravity { /* private fields */ }Expand description
Ehlers’ Center of Gravity (CG) oscillator.
Treats the most recent period prices as masses and reports the
weighted “center” of that mass distribution, negated so positive readings
correspond to recent strength:
num = sum_{k=0..period-1} (1 + k) * price[t - k]
den = sum_{k=0..period-1} price[t - k]
cg = - num / den + (period + 1) / 2The constant offset centres the oscillator around zero. From Ehlers, Cybernetic Analysis for Stocks and Futures (2004, ch. 7).
§Example
use wickra_core::{Indicator, CenterOfGravity};
let mut cg = CenterOfGravity::new(10).unwrap();
let mut last = None;
for i in 0..30 {
last = cg.update(100.0 + (f64::from(i) * 0.2).sin() * 5.0);
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Clone for CenterOfGravity
impl Clone for CenterOfGravity
Source§fn clone(&self) -> CenterOfGravity
fn clone(&self) -> CenterOfGravity
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for CenterOfGravity
impl Debug for CenterOfGravity
Source§impl Indicator for CenterOfGravity
impl Indicator for CenterOfGravity
Source§fn update(&mut self, input: f64) -> Option<f64>
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.Source§fn reset(&mut self)
fn reset(&mut self)
Reset all internal state, leaving the indicator equivalent to a freshly
constructed instance with the same parameters.
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
Number of inputs required before the first non-
None output can be produced.Auto Trait Implementations§
impl Freeze for CenterOfGravity
impl RefUnwindSafe for CenterOfGravity
impl Send for CenterOfGravity
impl Sync for CenterOfGravity
impl Unpin for CenterOfGravity
impl UnsafeUnpin for CenterOfGravity
impl UnwindSafe for CenterOfGravity
Blanket Implementations§
Source§impl<T> BatchExt for Twhere
T: Indicator,
impl<T> BatchExt for Twhere
T: Indicator,
Source§fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
Run the indicator over a slice of inputs in order, returning one output (or
None during warmup) per input.Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more