Struct TrendStrengthIndex 

pub struct TrendStrengthIndex { /* private fields */ }

Trend Strength Index: fits an ordinary-least-squares line to the last period prices against their bar index and reports the coefficient of determination r^2, signed by the slope of the fit.

regress y = close on x = 0..period-1
r^2  = (n·Σxy − Σx·Σy)^2 / [ (n·Σx² − (Σx)²)(n·Σy² − (Σy)²) ]
TSI  = sign(slope) · r^2          (slope sign = sign of n·Σxy − Σx·Σy)

r^2 in [0, 1] measures how well a straight line explains the price over the window — how trendy the segment is, regardless of direction. Carrying the slope sign turns it into a directional reading in [-1, 1]: values near +1 are a strong, clean uptrend; near -1 a strong downtrend; near 0 a flat or noisy market with no linear structure. A window of constant prices (zero variance in y) has no defined trend and returns 0.

Example

use wickra_core::{Indicator, TrendStrengthIndex};

let mut indicator = TrendStrengthIndex::new(20).unwrap();
let mut last = None;
for i in 0..40 {
    last = indicator.update(100.0 + f64::from(i));
}
// A clean ramp is a perfect uptrend -> r^2 = 1.
assert!((last.unwrap() - 1.0).abs() < 1e-9);

Implementations

impl TrendStrengthIndex

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

Construct a Trend Strength Index over the given window.

Errors

Returns Error::PeriodZero if period == 0, or Error::InvalidPeriod if period == 1 (a regression needs at least two points).

pub const fn period(&self) -> usize

Configured window length.

Trait Implementations

impl Clone for TrendStrengthIndex

fn clone(&self) -> TrendStrengthIndex

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TrendStrengthIndex

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

Formats the value using the given formatter.

impl Indicator for TrendStrengthIndex

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.