Struct Tsf 

pub struct Tsf { /* private fields */ }

Time Series Forecast (TSF): the rolling least-squares line projected one bar past the window.

Over the last period inputs, indexed x = 0, 1, …, period − 1, it fits y = a + b·x by ordinary least squares and reports the line’s value at x = period (one step beyond the most recent point):

b (slope)     = (n·Σxy − Σx·Σy) / (n·Σxx − (Σx)²)
a (intercept) = (Σy − b·Σx) / n
TSF           = a + b·period

Where LinearRegression evaluates the fit at the current bar (a + b·(period − 1)), TSF advances it one further bar, giving a trend-following one-step-ahead forecast. Each update is O(1).

Example

use wickra_core::{Indicator, Tsf};

let mut indicator = Tsf::new(14).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(f64::from(i));
}
assert!(last.is_some());

Implementations

impl Tsf

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

Construct a new rolling time-series forecast 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 Tsf

fn clone(&self) -> Tsf

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Tsf

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

Formats the value using the given formatter.

impl Indicator for Tsf

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.