Struct ChoppinessIndex 

pub struct ChoppinessIndex { /* private fields */ }

Choppiness Index — is the market trending or just chopping sideways?

CI = 100 · log10( Σ(TR, n) / (highest_high(n) − lowest_low(n)) ) / log10(n)

The ratio compares the distance price actually travelled (the summed true range) with the net ground it covered (the high-low span of the window). A clean trend travels almost exactly its span, so the ratio is near 1 and CI near 0; a choppy market criss-crosses far more than its span, so the ratio is large and CI climbs toward 100. The conventional reading is CI > 61.8 ranging, CI < 38.2 trending. A perfectly flat window yields 100 by convention.

Example

use wickra_core::{Candle, Indicator, ChoppinessIndex};

let mut indicator = ChoppinessIndex::new(14).unwrap();
let mut last = None;
for i in 0..80 {
    let base = 100.0 + f64::from(i);
    let candle =
        Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 10.0, i64::from(i)).unwrap();
    last = indicator.update(candle);
}
assert!(last.is_some());

Implementations

impl ChoppinessIndex

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

Construct a new Choppiness Index over period bars.

Errors

Returns Error::InvalidPeriod if period < 2 — the log10(period) denominator is zero for period == 1 and undefined for period == 0.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for ChoppinessIndex

fn clone(&self) -> ChoppinessIndex

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ChoppinessIndex

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

Formats the value using the given formatter.

impl Indicator for ChoppinessIndex

type Input = Candle

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, candle: Candle) -> 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.