Struct AnchoredRsi 

pub struct AnchoredRsi { /* private fields */ }

Anchored RSI — a cumulative Relative Strength Index whose averaging begins at a user-chosen anchor bar rather than over a fixed Wilder period.

Where crate::Rsi uses Wilder’s period-length smoothing, Anchored RSI accumulates every up- and down-move since the anchor with equal weight, so it answers “what is the RSI of the entire move since the anchor point?”. The running relative strength is Σ gains / Σ losses over all bars in the current anchor window (the bar count cancels, so this equals avg_gain / avg_loss):

RSI_t = 100 - 100 / (1 + Σ_{i ≥ anchor} gain_i / Σ_{i ≥ anchor} loss_i)

As with crate::AnchoredVwap, the anchor is chosen at runtime: AnchoredRsi::set_anchor re-anchors at the next bar that arrives, clearing the running sums. Because RSI needs a price change, the first bar of a fresh anchor window only seeds the previous close and emits None; the first value follows on the second bar (warmup period 2).

Saturation follows the standard convention: a window with no losses yet (and at least one gain) reads 100, no gains yet reads 0, and a perfectly flat window reads the neutral 50. Non-finite inputs are ignored, leaving the last value unchanged.

Example

use wickra_core::{AnchoredRsi, Indicator};

let mut indicator = AnchoredRsi::new();
let mut last = None;
for i in 0..80 {
    let price = 100.0 + (f64::from(i) * 0.5).sin() * 5.0;
    // Re-anchor at bar 40 (e.g. a major swing low).
    if i == 40 {
        indicator.set_anchor();
    }
    last = indicator.update(price);
}
assert!(last.is_some());

Implementations

impl AnchoredRsi

pub const fn new() -> Self

Construct a fresh Anchored RSI. The first bar to arrive is the anchor.

pub fn set_anchor(&mut self)

Mark a re-anchor: the next Indicator::update call clears the running sums and previous close before folding in its own bar, starting a fresh anchored window.

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

Current anchored RSI value if at least one price change has been observed in the current anchor window.

Trait Implementations

impl Clone for AnchoredRsi

fn clone(&self) -> AnchoredRsi

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AnchoredRsi

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

Formats the value using the given formatter.

impl Default for AnchoredRsi

fn default() -> AnchoredRsi

Returns the “default value” for a type.

impl Indicator for AnchoredRsi

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.