pub struct HtDcPhase { /* private fields */ }Expand description
Ehlers’ Hilbert Transform Dominant Cycle Phase (HT_DCPHASE).
Runs the same adaptive Hilbert-transform engine as
HilbertDominantCycle to recover the dominant
cycle period, then measures the phase angle of that cycle (in degrees) by
correlating the smoothed price over one dominant-cycle window against a unit
phasor. The phase advances roughly linearly through a clean cycle and stalls
in a trend, which is the basis of Ehlers’ trend-versus-cycle detection.
From Rocket Science for Traders (Ehlers 2001), aligned with TA-Lib’s
HT_DCPHASE. The first value is emitted after ~50 inputs, once the engine’s
moving-average chain has filled.
§Example
use wickra_core::{Indicator, HtDcPhase};
let mut ht = HtDcPhase::new();
let mut last = None;
for i in 0..120 {
last = ht.update(100.0 + (f64::from(i) * 0.4).sin() * 5.0);
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Indicator for HtDcPhase
impl Indicator for HtDcPhase
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 HtDcPhase
impl RefUnwindSafe for HtDcPhase
impl Send for HtDcPhase
impl Sync for HtDcPhase
impl Unpin for HtDcPhase
impl UnsafeUnpin for HtDcPhase
impl UnwindSafe for HtDcPhase
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