Struct DistanceSsd 

pub struct DistanceSsd { /* private fields */ }

Sum of squared deviations between two price series, normalised to a common start — the classic Gatev et al. pairs-selection distance.

Each update takes one (a, b) price pair. Over the trailing window of period pairs each series is rebased to 1 at the window’s first bar and the squared gap between the two normalised paths is summed:

ãᵢ = aᵢ / a_first        b̃ᵢ = bᵢ / b_first
SSD = Σ (ãᵢ − b̃ᵢ)²

Rebasing puts the two series on the same scale (both start at 1), so the distance measures how far their relative paths drift apart. A small SSD means the two assets track each other tightly — the screen Gatev, Goetzmann and Rouwenhorst use to pick tradeable pairs; a large SSD means they have decoupled. The output is always ≥ 0. If either series is 0 at the start of the window the normalisation is undefined and the indicator returns 0.

Each update is O(period), bounded by the fixed window.

Example

use wickra_core::{DistanceSsd, Indicator};

let mut d = DistanceSsd::new(20).unwrap();
let mut last = None;
for t in 0..40 {
    let base = 100.0 + f64::from(t);
    // Two near-identical paths ⇒ tiny distance.
    last = d.update((base, base * 1.0001));
}
assert!(last.unwrap() < 1e-3);

Implementations

impl DistanceSsd

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

Construct a new Gatev distance estimator.

Errors

Returns Error::InvalidPeriod if period < 2 — a distance needs at least two points.

pub const fn period(&self) -> usize

Configured look-back window.

Trait Implementations

impl Clone for DistanceSsd

fn clone(&self) -> DistanceSsd

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DistanceSsd

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

Formats the value using the given formatter.

impl Indicator for DistanceSsd

type Input = (f64, 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, input: (f64, 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.