Struct GeneralizedDema 

pub struct GeneralizedDema { /* private fields */ }

Generalized DEMA — the building block of Tillson’s T3, exposed on its own.

GD = (1 + v) · EMA(price) − v · EMA(EMA(price))

where both EMAs share the same period and v ∈ [0, 1] is the volume factor. v controls how much of the second-order lag correction is applied:

• v = 0 collapses GD to a plain Ema (no correction).
• v = 1 recovers the standard Dema 2·EMA − EMA(EMA).
• intermediate values (Tillson uses 0.7) trade a little lag reduction for less overshoot than DEMA.

Because the coefficients (1 + v) and −v always sum to 1, a constant series maps to itself. The first output lands after 2·period − 1 inputs — EMA1 seeds at period, then EMA2 needs another period − 1 of EMA1’s outputs to seed, exactly like DEMA.

Example

use wickra_core::{Indicator, GeneralizedDema};

let mut indicator = GeneralizedDema::new(5, 0.7).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl GeneralizedDema

pub fn new(period: usize, v: f64) -> Result<Self>

Construct a generalized DEMA with the given period and volume factor v.

Errors

Returns Error::PeriodZero if period == 0, or Error::InvalidPeriod if v is non-finite or outside [0.0, 1.0].

pub const fn period(&self) -> usize

Configured period.

pub const fn volume_factor(&self) -> f64

Configured volume factor v.

Trait Implementations

impl Clone for GeneralizedDema

fn clone(&self) -> GeneralizedDema

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for GeneralizedDema

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

Formats the value using the given formatter.

impl Indicator for GeneralizedDema

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, 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.

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.