pub struct ZeroLagMacd { /* private fields */ }Expand description
Zero-Lag MACD — the standard MACD topology with ZLEMA substituted for
EMA everywhere. ZLEMA’s de-lagged construction makes the MACD line
react faster to trend changes at the cost of slightly noisier readings.
macd_t = ZLEMA(close, fast)_t − ZLEMA(close, slow)_t
signal_t = ZLEMA(macd, signal_period)_t
histogram_t = macd_t − signal_tDefault parameters mirror MACD: (fast = 12, slow = 26, signal = 9).
fast must be strictly less than slow.
§Example
use wickra_core::{Indicator, ZeroLagMacd};
let mut zmacd = ZeroLagMacd::classic();
let mut last = None;
for i in 0..120 {
last = zmacd.update(100.0 + f64::from(i));
}
assert!(last.is_some());Implementations§
Source§impl ZeroLagMacd
impl ZeroLagMacd
Sourcepub fn new(fast: usize, slow: usize, signal: usize) -> Result<Self>
pub fn new(fast: usize, slow: usize, signal: usize) -> Result<Self>
§Errors
Error::PeriodZeroif any period is zero.Error::InvalidPeriodiffast >= slow.
Trait Implementations§
Source§impl Clone for ZeroLagMacd
impl Clone for ZeroLagMacd
Source§fn clone(&self) -> ZeroLagMacd
fn clone(&self) -> ZeroLagMacd
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for ZeroLagMacd
impl Debug for ZeroLagMacd
Source§impl Indicator for ZeroLagMacd
impl Indicator for ZeroLagMacd
Source§type Output = ZeroLagMacdOutput
type Output = ZeroLagMacdOutput
Type of one output value.
Source§fn update(&mut self, input: f64) -> Option<ZeroLagMacdOutput>
fn update(&mut self, input: f64) -> Option<ZeroLagMacdOutput>
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 ZeroLagMacd
impl RefUnwindSafe for ZeroLagMacd
impl Send for ZeroLagMacd
impl Sync for ZeroLagMacd
impl Unpin for ZeroLagMacd
impl UnsafeUnpin for ZeroLagMacd
impl UnwindSafe for ZeroLagMacd
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