Struct DoubleBollinger 

pub struct DoubleBollinger { /* private fields */ }

Double Bollinger Bands: two concentric Bollinger envelopes (Kathy Lien).

middle      = SMA(period)
sigma       = population stddev over the window
upper_outer = middle + k_outer · sigma          // wide channel (often 2σ)
upper_inner = middle + k_inner · sigma          // narrow channel (often 1σ)
lower_inner = middle − k_inner · sigma
lower_outer = middle − k_outer · sigma

Lien’s trading framework partitions price into three zones:

• Sell zone: close below lower_inner.
• Neutral zone: close between lower_inner and upper_inner.
• Buy zone: close above upper_inner.

A close beyond the outer band marks an extended move that traders typically fade or trail. The constructor enforces k_outer > k_inner so the outputs remain monotonically ordered.

Example

use wickra_core::{DoubleBollinger, Indicator};

let mut indicator = DoubleBollinger::new(20, 1.0, 2.0).unwrap();
let mut last = None;
for i in 0..40 {
    last = indicator.update(100.0 + (f64::from(i) * 0.3).sin() * 6.0);
}
assert!(last.is_some());

Implementations

impl DoubleBollinger

pub fn new(period: usize, k_inner: f64, k_outer: f64) -> Result<Self>

Construct a new Double Bollinger Bands indicator.

Errors

Returns Error::PeriodZero if period == 0, Error::NonPositiveMultiplier if either k_inner or k_outer is non-positive or non-finite, and Error::InvalidPeriod if k_outer <= k_inner (the outer band must strictly enclose the inner band so the zone-partitioning interpretation holds).

pub fn classic() -> Self

Kathy Lien’s classic configuration: SMA(20) with ±1σ and ±2σ bands.

pub const fn parameters(&self) -> (usize, f64, f64)

Configured (period, k_inner, k_outer).

Trait Implementations

impl Clone for DoubleBollinger

fn clone(&self) -> DoubleBollinger

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DoubleBollinger

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

Formats the value using the given formatter.

impl Indicator for DoubleBollinger

type Input = f64

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = DoubleBollingerOutput

Type of one output value.

fn update(&mut self, value: f64) -> Option<DoubleBollingerOutput>

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.