Struct DrawdownDuration 

pub struct DrawdownDuration { /* private fields */ }

Cumulative drawdown duration in bars.

Each update receives one equity-curve sample. The indicator tracks the running all-time peak seen since construction (or last reset) and reports how many bars have elapsed since that peak was set:

peak_t        = max(input over [0..=t])
duration_t    = bars elapsed since peak_t was first set

A new peak resets the duration to 0. As long as the series stays under water the duration grows linearly with each bar.

The indicator emits a value on every bar (no warmup beyond the first input) and runs in O(1) per update.

Example

use wickra_core::{DrawdownDuration, Indicator};

let mut dd = DrawdownDuration::new();
assert_eq!(dd.update(100.0), Some(0));        // first bar -> new peak
assert_eq!(dd.update(95.0), Some(1));         // 1 bar under water
assert_eq!(dd.update(90.0), Some(2));         // 2 bars under water
assert_eq!(dd.update(110.0), Some(0));        // new peak -> reset

Implementations

impl DrawdownDuration

pub const fn new() -> Self

Construct a new Drawdown Duration tracker.

pub const fn value(&self) -> Option<u32>

Bars elapsed since the running all-time peak was set.

Trait Implementations

impl Clone for DrawdownDuration

fn clone(&self) -> DrawdownDuration

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DrawdownDuration

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

Formats the value using the given formatter.

impl Default for DrawdownDuration

fn default() -> DrawdownDuration

Returns the “default value” for a type.

impl Indicator for DrawdownDuration

type Input = f64

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

type Output = u32

Type of one output value.

fn update(&mut self, input: f64) -> Option<u32>

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.