pub struct Kst { /* private fields */ }Expand description
Pring’s Know Sure Thing — a long-horizon momentum oscillator that combines
four ROC series at different lookbacks, each smoothed by its own SMA,
summed with Pring’s fixed weights 1, 2, 3, 4:
RCMA_i = SMA(ROC(close, roc_i), sma_i) for i = 1..=4
KST = 1·RCMA_1 + 2·RCMA_2 + 3·RCMA_3 + 4·RCMA_4
Signal = SMA(KST, signal_period)Pring’s recommended defaults are
(roc1, roc2, roc3, roc4) = (10, 15, 20, 30),
(sma1, sma2, sma3, sma4) = (10, 10, 10, 15),
signal_period = 9. Kst::classic() constructs that configuration.
§Example
use wickra_core::{Indicator, Kst};
let mut kst = Kst::classic();
let mut last = None;
for i in 0..200 {
last = kst.update(100.0 + f64::from(i));
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Indicator for Kst
impl Indicator for Kst
Source§fn update(&mut self, input: f64) -> Option<KstOutput>
fn update(&mut self, input: f64) -> Option<KstOutput>
Feed one new data point into the indicator and return the freshly computed
output, or
None if the indicator is still warming up.Source§fn reset(&mut self)
fn reset(&mut self)
Reset all internal state, leaving the indicator equivalent to a freshly
constructed instance with the same parameters.
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
Number of inputs required before the first non-
None output can be produced.Auto Trait Implementations§
impl Freeze for Kst
impl RefUnwindSafe for Kst
impl Send for Kst
impl Sync for Kst
impl Unpin for Kst
impl UnsafeUnpin for Kst
impl UnwindSafe for Kst
Blanket Implementations§
Source§impl<T> BatchExt for Twhere
T: Indicator,
impl<T> BatchExt for Twhere
T: Indicator,
Source§fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
Run the indicator over a slice of inputs in order, returning one output (or
None during warmup) per input.Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more