Struct MaxDrawdown 

pub struct MaxDrawdown { /* private fields */ }

Rolling Maximum Drawdown — the deepest peak-to-trough decline within the trailing window.

The input is treated as an equity-curve sample (or any non-negative value series). For each bar the indicator computes the largest fractional decline from any prior peak inside the trailing period-bar window:

drawdown_t = (equity_t − peak_t) / peak_t        (a negative number)
MaxDrawdown = min(drawdown_t over window)        (most-negative value)

Output is the magnitude of the worst drawdown as a non-negative fraction (0.20 = 20 % drop from peak). A monotonically rising equity curve has a max drawdown of 0. Setting period greater than or equal to the number of bars you will ever feed makes the metric effectively cumulative — the indicator never forgets the global peak.

Each update is amortised O(1): the running peak is tracked with a monotonically-decreasing deque.

Example

use wickra_core::{Indicator, MaxDrawdown};

let mut mdd = MaxDrawdown::new(10).unwrap();
// Equity peaks at 110 then drops to 88 — a 20% drawdown.
for v in [100.0, 110.0, 100.0, 95.0, 88.0, 90.0, 92.0, 95.0, 100.0, 105.0] {
    mdd.update(v);
}
assert!((mdd.update(106.0).unwrap() - 0.20).abs() < 1e-9);

Implementations

impl MaxDrawdown

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

Construct a new rolling Max Drawdown.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured rolling-window length.

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

Current value if available.

Trait Implementations

impl Clone for MaxDrawdown

fn clone(&self) -> MaxDrawdown

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MaxDrawdown

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

Formats the value using the given formatter.

impl Indicator for MaxDrawdown

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.