Struct MedianChannel 

pub struct MedianChannel { /* private fields */ }

Median Channel: a robust analogue of Bollinger Bands built from the rolling median and the median absolute deviation (MAD).

middle = median(close, period)
MAD    = median( | close_i − middle | )
upper  = middle + multiplier · MAD
lower  = middle − multiplier · MAD

Where BollingerBands centre on the mean and scale by the standard deviation — both of which a single spike can drag arbitrarily far — the Median Channel uses two order statistics. The breakdown point of the median and MAD is 50%: up to half the window can be contaminated before the centre or width is materially distorted. That makes the channel well suited to noisy, gap-prone, or fat-tailed series where Bollinger Bands flare on every outlier. Both quantiles use the type-7 interpolation shared with RollingQuantile.

Example

use wickra_core::{Indicator, MedianChannel};

let mut indicator = MedianChannel::new(20, 2.0).unwrap();
let mut last = None;
for i in 0..40 {
    last = indicator.update(100.0 + f64::from(i % 5));
}
assert!(last.is_some());

Implementations

impl MedianChannel

pub fn new(period: usize, multiplier: f64) -> Result<Self>

Construct a new Median Channel.

Errors

Returns Error::PeriodZero if period == 0, or Error::NonPositiveMultiplier if multiplier is not strictly positive and finite.

pub const fn period(&self) -> usize

Configured period.

pub const fn multiplier(&self) -> f64

Configured multiplier.

Trait Implementations

impl Clone for MedianChannel

fn clone(&self) -> MedianChannel

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MedianChannel

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

Formats the value using the given formatter.

impl Indicator for MedianChannel

type Input = f64

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = MedianChannelOutput

Type of one output value.

fn update(&mut self, value: f64) -> Option<MedianChannelOutput>

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.