Struct CoefficientOfVariation 

pub struct CoefficientOfVariation { /* private fields */ }

Coefficient of Variation — the rolling population standard deviation divided by the rolling mean.

mean = (1/n) · Σ price
sd   = √( (1/n) · Σ price² − mean² )
CV   = sd / mean

CV is a dimensionless dispersion measure: it scales StdDev by the price level so two assets at very different price magnitudes can be compared directly. A higher CV means more relative variability for the same average price.

When the rolling mean is exactly zero the ratio is undefined; the indicator returns 0.0 in that degenerate case rather than producing a NaN/infinity.

Example

use wickra_core::{CoefficientOfVariation, Indicator};

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

Implementations

impl CoefficientOfVariation

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

Construct a new rolling CV with the given period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for CoefficientOfVariation

fn clone(&self) -> CoefficientOfVariation

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CoefficientOfVariation

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

Formats the value using the given formatter.

impl Indicator for CoefficientOfVariation

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, value: 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.