Struct DerivativeOscillator 

pub struct DerivativeOscillator { /* private fields */ }

Derivative Oscillator — Constance Brown’s double-smoothed RSI histogram.

The RSI is smoothed twice with EMAs, then a simple moving average of that double-smoothed line is subtracted as a signal, leaving a zero-centered histogram:

rsi   = RSI(price, rsi_period)
s1    = EMA(rsi, smooth1)
s2    = EMA(s1,  smooth2)          // double-smoothed RSI
signal = SMA(s2, signal_period)
DerivativeOscillator = s2 - signal

The double EMA smoothing strips the RSI’s high-frequency noise, and subtracting the SMA signal removes the residual level, so the result oscillates around zero: positive (and rising) bars mark accelerating bullish momentum, negative bars bearish. Brown’s defaults are rsi_period = 14, smooth1 = 5, smooth2 = 3, signal_period = 9.

The first value lands after rsi_period + smooth1 + smooth2 + signal_period − 2 inputs, the point at which the whole RSI → EMA → EMA → SMA chain is seeded.

Example

use wickra_core::{DerivativeOscillator, Indicator};

let mut indicator = DerivativeOscillator::new(14, 5, 3, 9).unwrap();
let mut last = None;
for i in 0..120 {
    last = indicator.update(100.0 + (f64::from(i) * 0.2).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl DerivativeOscillator

pub fn new( rsi_period: usize, smooth1: usize, smooth2: usize, signal_period: usize, ) -> Result<Self>

Construct a Derivative Oscillator with the RSI, two EMA smoothing, and SMA signal periods.

Errors

Returns Error::PeriodZero if any period is 0.

pub const fn warmup(&self) -> usize

Total warmup length (also returned by warmup_period).

Trait Implementations

impl Clone for DerivativeOscillator

fn clone(&self) -> DerivativeOscillator

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DerivativeOscillator

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

Formats the value using the given formatter.

impl Indicator for DerivativeOscillator

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.