Struct ConnorsRsi 

pub struct ConnorsRsi { /* private fields */ }

Larry Connors’ RSI — average of three short-term mean-reversion components, each individually bounded in [0, 100] so the aggregate is too:

1. RSI(close, period_rsi) — a fast RSI (Connors’ default 3).
2. RSI(streak, period_streak) — RSI of the current up/down run length (+1, +2, ... for consecutive up closes, −1, −2, ... for down closes, 0 for unchanged). Connors’ default 2.
3. PercentRank(ROC(1), period_rank) — the percentile rank of yesterday’s 1-period return in the last period_rank returns. Connors’ default 100.

CRSI = (RSI(close)_t + RSI(streak)_t + PercentRank(roc1)_t) / 3

All three components live in [0, 100], so CRSI ∈ [0, 100]. Connors’ trading rule of thumb: CRSI < 5 is oversold, CRSI > 95 is overbought — both rare conditions, hence the short lookbacks.

Example

use wickra_core::{ConnorsRsi, Indicator};

let mut crsi = ConnorsRsi::classic();
let mut last = None;
for i in 0..200 {
    last = crsi.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl ConnorsRsi

pub fn new( period_rsi: usize, period_streak: usize, period_rank: usize, ) -> Result<Self>

Errors

Returns Error::PeriodZero if any of the three periods is zero.

pub fn classic() -> Self

Connors’ recommended defaults: (period_rsi = 3, period_streak = 2, period_rank = 100).

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

Configured (period_rsi, period_streak, period_rank).

Trait Implementations

impl Clone for ConnorsRsi

fn clone(&self) -> ConnorsRsi

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ConnorsRsi

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

Formats the value using the given formatter.

impl Indicator for ConnorsRsi

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.