Struct FundingRateZScore 

pub struct FundingRateZScore { /* private fields */ }

Funding Rate Z-Score — the latest funding rate expressed in standard deviations from its rolling mean over the trailing window of window ticks.

zScore = (fundingRate − mean) / population_stddev   over the last `window` ticks

A reading of +2 means funding is two standard deviations richer than its recent norm — an unusually crowded long, a contrarian fade signal; −2 is the mirror. Normalising the funding rate this way makes funding extremes comparable across regimes and assets. A window with zero dispersion (a flat funding series) yields 0. The indicator warms up for window ticks, then emits the rolling z-score, maintained in O(1) per tick.

Input = DerivativesTick, Output = f64.

Example

use wickra_core::{DerivativesTick, FundingRateZScore, Indicator};

fn tick(rate: f64) -> DerivativesTick {
    DerivativesTick::new(rate, 100.0, 100.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0)
        .unwrap()
}

let mut z = FundingRateZScore::new(2).unwrap();
assert_eq!(z.update(tick(0.001)), None);
// Window [0.001, 0.003]: mean 0.002, population stddev 0.001 -> (0.003 - 0.002) / 0.001 = 1.
assert!((z.update(tick(0.003)).unwrap() - 1.0).abs() < 1e-9);

Implementations

impl FundingRateZScore

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

Construct a funding-rate z-score over a window of window ticks.

Errors

Returns Error::PeriodZero if window is zero.

pub fn window(&self) -> usize

The configured window length, in ticks.

Trait Implementations

impl Clone for FundingRateZScore

fn clone(&self) -> FundingRateZScore

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FundingRateZScore

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

Formats the value using the given formatter.

impl Indicator for FundingRateZScore

type Input = DerivativesTick

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, tick: DerivativesTick) -> 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.