Struct RSquared 

pub struct RSquared { /* private fields */ }

R² (coefficient of determination) of the rolling least-squares fit.

Over the trailing window indexed x = 0, 1, …, period − 1 the OLS line y = a + b·x is fitted and the ratio of variance explained by the line to total variance is reported:

slope        = (n·Σxy − Σx·Σy) / (n·Σxx − (Σx)²)
SS_total     = Σy² − n·ȳ²
SS_explained = slope² · ( denom / n )
R²           = SS_explained / SS_total                  if SS_total > 0
             = 1                                        otherwise (flat window)

A reading of 1.0 means the window lies on a straight line — perfect linear fit. 0.0 means the slope is irrelevant; the trend explains none of the variance. Mid-range values quantify how trending the recent price action is, independent of the slope’s sign or magnitude. Use it as a trend-quality filter: a strategy that needs a clear trend can require R² > 0.7, while a mean-reversion strategy can prefer R² < 0.3.

A flat window has SS_total = 0; the line is also flat and the fit is trivially perfect, so the indicator returns 1.0 rather than dividing by zero.

Each update is O(1) via the same rolling sums as crate::LinearRegression, plus a running Σy². The output is clamped to [0, 1] to absorb tiny floating-point cancellation.

Example

use wickra_core::{Indicator, RSquared};

let mut indicator = RSquared::new(14).unwrap();
let mut last = None;
for i in 0..40 {
    last = indicator.update(f64::from(i));
}
assert!(last.is_some());

Implementations

impl RSquared

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

Construct a new rolling R² over period inputs.

Errors

Returns Error::InvalidPeriod if period < 2 — a regression line is undefined for fewer than two points.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for RSquared

fn clone(&self) -> RSquared

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RSquared

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

Formats the value using the given formatter.

impl Indicator for RSquared

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, value: 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.