Struct UniversalOscillator 

pub struct UniversalOscillator { /* private fields */ }

Ehlers’ Universal Oscillator — a cycle oscillator that whitens the price series, SuperSmooths it, then normalises with an automatic gain control (AGC) to swing in [−1, +1].

From John Ehlers’ Cycle Analytics for Traders (2013):

WhiteNoise = (price_t − price_{t−2}) / 2          (flat-spectrum prewhitening)
Filt       = SuperSmoother(WhiteNoise, period)
Peak       = max(|Filt|, 0.991 · Peak_{t−1})      (decaying peak / AGC)
Universal  = Filt / Peak                          (0 if Peak == 0)

“Whitening” the input (a two-bar difference) flattens its power spectrum so the SuperSmoother responds equally to all cycles rather than being dominated by the trend. The automatic gain control divides by a slowly-decaying running peak, so the output is amplitude-normalised to [−1, +1] and behaves consistently across instruments and volatility regimes — hence “universal”. Read it like any bounded oscillator: turns near the rails flag cycle extremes, zero-crossings flag cycle direction changes.

The first value lands once a two-bar difference exists (warmup_period == 3). Each update is O(1).

Example

use wickra_core::{Indicator, UniversalOscillator};

let mut indicator = UniversalOscillator::new(20).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + (f64::from(i) * 0.3).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl UniversalOscillator

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

Construct a Universal Oscillator with the given SuperSmoother period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

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

Current value if available.

Trait Implementations

impl Clone for UniversalOscillator

fn clone(&self) -> UniversalOscillator

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for UniversalOscillator

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

Formats the value using the given formatter.

impl Indicator for UniversalOscillator

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.