pub struct Stc { /* private fields */ }Expand description
Doug Schaff’s Trend Cycle — a doubly-Stochastic-smoothed MACD that
produces a bounded [0, 100] reading reacting faster than MACD itself.
macd_t = EMA(close, fast)_t − EMA(close, slow)_t
%K_t = 100 · (macd − LL(macd, period)) / (HH(macd, period) − LL(macd, period))
%D_t = %D_{t-1} + factor · (%K_t − %D_{t-1}) // half-EMA when factor = 0.5
%K2_t = 100 · (%D − LL(%D, period)) / (HH(%D, period) − LL(%D, period))
STC_t = STC_{t-1} + factor · (%K2_t − STC_{t-1})Wickra uses factor = 0.5 and Schaff’s recommended defaults
(fast = 23, slow = 50, period = 10). The stochastic stages clamp to 0
when the window range collapses (perfectly flat input), and the smoothing
stages hold their previous value if the upstream stage is not yet ready —
so a flat input series settles deterministically at 0 after warmup.
§Example
use wickra_core::{Indicator, Stc};
let mut stc = Stc::classic();
let mut last = None;
for i in 0..200 {
last = stc.update(100.0 + f64::from(i));
}
assert!(last.is_some());Implementations§
Source§impl Stc
impl Stc
Sourcepub fn new(
fast: usize,
slow: usize,
schaff_period: usize,
factor: f64,
) -> Result<Self>
pub fn new( fast: usize, slow: usize, schaff_period: usize, factor: f64, ) -> Result<Self>
§Errors
Error::PeriodZeroif any period is zero.Error::InvalidPeriodiffast >= sloworfactoris not in(0, 1].
Trait Implementations§
Source§impl Indicator for Stc
impl Indicator for Stc
Source§fn update(&mut self, input: f64) -> Option<f64>
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.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 Stc
impl RefUnwindSafe for Stc
impl Send for Stc
impl Sync for Stc
impl Unpin for Stc
impl UnsafeUnpin for Stc
impl UnwindSafe for Stc
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