Struct Expectancy 

pub struct Expectancy { /* private fields */ }

Expectancy — the expected return per trade expressed in units of average loss (the “R-multiple” expectancy) over the last period returns.

mean    = average of the `period` returns
avgLoss = average of the absolute losing returns (rᵢ < 0)
E       = mean / avgLoss          (0 when there are no losing returns)

Feed a stream of per-trade or per-bar returns. Expectancy answers “how much do I make per trade for every unit I typically risk”: E = 0.3 means the system nets 0.3R per trade on average, where R is the average loss. Dividing the mean return by the average loss makes the figure comparable across systems with different bet sizes — unlike the raw mean return (which is just an SMA of the series). A positive E is a profitable edge, a negative E a losing one.

When the window contains no losing returns there is no risk reference to normalise against, so the indicator returns 0 (undefined R-multiple) rather than dividing by zero.

Each update is O(1): the running sum and the loss aggregates are maintained incrementally.

Example

use wickra_core::{BatchExt, Indicator, Expectancy};

let mut indicator = Expectancy::new(4).unwrap();
// returns +2, -1, +2, -1: mean 0.5, avg loss 1 -> E = 0.5.
let out = indicator.batch(&[2.0, -1.0, 2.0, -1.0]);
assert_eq!(out[3], Some(0.5));

Implementations

impl Expectancy

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

Construct a new Expectancy over the given window.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for Expectancy

fn clone(&self) -> Expectancy

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Expectancy

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

Formats the value using the given formatter.

impl Indicator for Expectancy

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, 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.

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.