Struct Rmi 

pub struct Rmi { /* private fields */ }

Relative Momentum Index — RSI generalised to a multi-bar momentum lookback.

Wilder’s Rsi compares each close to the previous close. The RMI (Roger Altman, 1993) compares it to the close momentum bars ago, then applies the same Wilder-smoothed up/down accumulator over period:

change_t = close_t - close_{t-momentum}
gain     = max(change, 0),  loss = max(-change, 0)
avg_gain, avg_loss = Wilder-smoothed over `period`
RMI      = 100 * avg_gain / (avg_gain + avg_loss)

momentum = 1 reduces the RMI exactly to the RSI. Larger momentum makes the oscillator smoother and slower to flip, holding overbought/oversold readings longer in a trend. Output is bounded in [0, 100]; a flat market (no gains and no losses) returns the neutral 50.

The first value lands after momentum + period inputs: momentum to fill the lookback, then period changes to seed Wilder’s averages.

Example

use wickra_core::{Indicator, Rmi};

let mut indicator = Rmi::new(14, 5).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + (f64::from(i) * 0.2).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl Rmi

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

Construct an RMI with the given smoothing period and momentum lookback.

Errors

Returns Error::PeriodZero if either period or momentum is 0.

pub const fn period(&self) -> usize

Configured smoothing period.

pub const fn momentum(&self) -> usize

Configured momentum lookback.

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

Current value if available.

Trait Implementations

impl Clone for Rmi

fn clone(&self) -> Rmi

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Rmi

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

Formats the value using the given formatter.

impl Indicator for Rmi

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.