Struct Frama 

pub struct Frama { /* private fields */ }

Ehlers’ Fractal Adaptive Moving Average.

FRAMA picks its smoothing constant from the fractal dimension D of the recent window: in a trending (low-D) market it follows price tightly, in a choppy (high-D) market it smooths heavily. The window of period closes is split into two equal halves; the fractal dimension comes from the price ranges of the halves vs. the whole window:

N1 = (max(first half)  - min(first half))  / (period / 2)
N2 = (max(second half) - min(second half)) / (period / 2)
N3 = (max(window)      - min(window))      / period
D  = (log(N1 + N2) - log(N3)) / log(2)
alpha = exp(-4.6 * (D - 1))   clamped to [0.01, 1.0]

The output is an EMA-like recurrence FRAMA_t = alpha * close_t + (1 - alpha) * FRAMA_{t - 1}, seeded with the first close. period must be even and at least 2.

Reference: John F. Ehlers, Fractal Adaptive Moving Average, 2005.

Example

use wickra_core::{Frama, Indicator};

let mut frama = Frama::new(16).unwrap();
let mut last = None;
for i in 0..40 {
    last = frama.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl Frama

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

Errors

• Error::PeriodZero if period == 0.
• Error::InvalidPeriod if period is odd or below 2.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for Frama

fn clone(&self) -> Frama

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Frama

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

Formats the value using the given formatter.

impl Indicator for Frama

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.