Struct RollingMinMaxScaler 

pub struct RollingMinMaxScaler { /* private fields */ }

Rolling Min-Max Scaler — maps the current value onto [0, 1] relative to the minimum and maximum of the trailing window.

scaled = (x − min(window)) / (max(window) − min(window))

This is the streaming form of scikit-learn’s MinMaxScaler applied over a sliding window: 0 means the value is the lowest in the window, 1 the highest, 0.5 the midpoint of the range. It is the engine behind oscillators like the Stochastic %K and a handy normaliser for feeding any indicator into a bounded model input. Because it rescales to the window’s own range it is scale-free across instruments.

The output is in [0, 1]. A flat window (max == min) has no range to scale against and returns the neutral 0.5. The first value lands after period inputs; each update scans the window in O(period).

Example

use wickra_core::{Indicator, RollingMinMaxScaler};

let mut indicator = RollingMinMaxScaler::new(14).unwrap();
let mut last = None;
for i in 0..40 {
    last = indicator.update(100.0 + (f64::from(i) * 0.3).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl RollingMinMaxScaler

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

Construct a rolling min-max scaler over period values.

Errors

Returns Error::PeriodZero if period == 0 and Error::InvalidPeriod if period < 2 (a range needs two points).

pub const fn period(&self) -> usize

Configured window length.

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

Current value if available.

Trait Implementations

impl Clone for RollingMinMaxScaler

fn clone(&self) -> RollingMinMaxScaler

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RollingMinMaxScaler

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

Formats the value using the given formatter.

impl Indicator for RollingMinMaxScaler

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.