Struct McClellanOscillator 

pub struct McClellanOscillator { /* private fields */ }

McClellan Oscillator — the difference between a 19-period and a 39-period exponential moving average of ratio-adjusted net advances.

Each tick’s breadth is reduced to ratio-adjusted net advances (RANA), (advancers - decliners) / (advancers + decliners) * 1000. Dividing by the number of participating issues makes the reading independent of universe size, so the oscillator stays comparable as the universe grows or shrinks. The oscillator is then the fast EMA minus the slow EMA of that series, using the classic McClellan smoothing constants 0.10 (19-period) and 0.05 (39-period). Both EMAs are seeded from the first tick’s RANA, so the oscillator is defined from the first update (warmup_period == 1); it starts at 0.0 and crosses zero as breadth momentum shifts.

A tick with no advancing or declining issues yields a RANA of 0.0 (the participating count is floored to one).

Input = CrossSection, Output = f64.

Example

use wickra_core::{CrossSection, Indicator, McClellanOscillator, Member};

let mut osc = McClellanOscillator::new();
let tick = CrossSection::new(
    vec![
        Member::new(1.0, 10.0, false, false),
        Member::new(1.0, 10.0, false, false),
        Member::new(1.0, 10.0, false, false),
        Member::new(-1.0, 10.0, false, false),
    ],
    0,
)
.unwrap();
// First tick seeds both EMAs to the same value -> oscillator 0.
assert_eq!(osc.update(tick), Some(0.0));

Implementations

impl McClellanOscillator

pub const fn new() -> Self

Construct a new McClellan Oscillator with the classic 19/39 smoothing.

Trait Implementations

impl Clone for McClellanOscillator

fn clone(&self) -> McClellanOscillator

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for McClellanOscillator

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

Formats the value using the given formatter.

impl Default for McClellanOscillator

fn default() -> McClellanOscillator

Returns the “default value” for a type.

impl Indicator for McClellanOscillator

type Input = CrossSection

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, section: CrossSection) -> 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.