pub struct WinRate { /* private fields */ }Expand description
Win Rate — the fraction of strictly-positive returns among the last period
returns, in [0, 1].
WinRate = #(rᵢ > 0) / periodFeed a stream of per-trade or per-bar returns (or PnL); the indicator reports
the rolling hit rate. A return of exactly 0 is treated as a non-win (a
flat / scratch), so WinRate is the share of the window that strictly made
money — the most basic performance statistic and a building block for
Expectancy, Kelly sizing, and confidence filters.
Each update is O(1): the count of wins in the window is maintained
incrementally.
§Example
use wickra_core::{Indicator, WinRate};
let mut indicator = WinRate::new(4).unwrap();
// returns: +, -, +, + -> 3 of 4 win -> 0.75.
let out = indicator.batch(&[1.0, -1.0, 2.0, 1.0]);
assert_eq!(out[3], Some(0.75));Implementations§
Trait Implementations§
Source§impl Indicator for WinRate
impl Indicator for WinRate
Source§fn update(&mut self, ret: f64) -> Option<f64>
fn update(&mut self, ret: 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 WinRate
impl RefUnwindSafe for WinRate
impl Send for WinRate
impl Sync for WinRate
impl Unpin for WinRate
impl UnsafeUnpin for WinRate
impl UnwindSafe for WinRate
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