Struct Decycler 

pub struct Decycler { /* private fields */ }

Ehlers’ Decycler: price minus the dominant cycle component.

Implemented as decycler = input - HP(input), where HP is a 2-pole high-pass filter with critical period period. Subtracting the high-pass from the raw price leaves the slow component — equivalent to a smoothed trend line with no group delay at low frequencies. From Cycle Analytics for Traders (Ehlers 2013, ch. 4).

The high-pass uses the standard 2-pole formulation:

alpha = (cos(.707*2*pi/period) + sin(.707*2*pi/period) - 1) / cos(.707*2*pi/period)
HP[t] = (1 - alpha/2)^2 * (x[t] - 2*x[t-1] + x[t-2])
      + 2*(1 - alpha) * HP[t-1]
      - (1 - alpha)^2 * HP[t-2]

The first two outputs simply equal the input (warmup buffering), which is the conventional Ehlers initialisation and keeps downstream consumers reactive while the recursion fills.

Example

use wickra_core::{Indicator, Decycler};

let mut dc = Decycler::new(20).unwrap();
let mut last = None;
for i in 0..50 {
    last = dc.update(100.0 + f64::from(i) * 0.5);
}
assert!(last.is_some());

Implementations

impl Decycler

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

Construct a Decycler with the given critical period for the high-pass filter.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

pub const fn alpha(&self) -> f64

High-pass alpha coefficient derived from the period.

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

Current decycler value if available.

Trait Implementations

impl Clone for Decycler

fn clone(&self) -> Decycler

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Decycler

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

Formats the value using the given formatter.

impl Indicator for Decycler

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.