Struct HoltWinters 

pub struct HoltWinters { /* private fields */ }

Holt’s linear method — double exponential smoothing with a level and a trend component.

A single Ema tracks only a level and therefore lags any sustained trend. Holt’s method adds a second smoothed state, the trend, and reports the one-step-ahead forecast level + trend, which removes that lag on trending data while still smoothing noise.

level_t = α · price_t        + (1 − α) · (level_{t-1} + trend_{t-1})
trend_t = β · (level_t − level_{t-1}) + (1 − β) · trend_{t-1}
output  = level_t + trend_t          (one-step-ahead forecast)

α ∈ (0, 1] is the level smoothing constant and β ∈ (0, 1] the trend smoothing constant. The state is seeded from the first two inputs (level = price_1, trend = price_1 − price_0), so the first output lands on the second input.

On a perfectly linear series the forecast is exact from the second bar onward (for any α, β): if the level equals the current value and the trend equals the slope, both invariants are preserved and level + trend equals the next value.

Example

use wickra_core::{HoltWinters, Indicator};

let mut indicator = HoltWinters::new(0.2, 0.1).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl HoltWinters

pub fn new(alpha: f64, beta: f64) -> Result<Self>

Construct Holt’s linear smoother with level constant alpha and trend constant beta.

Errors

Returns Error::InvalidPeriod if either constant is non-finite or outside (0.0, 1.0].

pub const fn alpha(&self) -> f64

Level smoothing constant alpha.

pub const fn beta(&self) -> f64

Trend smoothing constant beta.

pub fn level(&self) -> Option<f64>

Current smoothed level, if seeded.

pub fn trend(&self) -> Option<f64>

Current smoothed trend, if seeded.

pub fn value(&self) -> Option<f64>

Current one-step-ahead forecast level + trend, if seeded.

Trait Implementations

impl Clone for HoltWinters

fn clone(&self) -> HoltWinters

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for HoltWinters

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

Formats the value using the given formatter.

impl Indicator for HoltWinters

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, price: 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.