Struct ShannonEntropy 

pub struct ShannonEntropy { /* private fields */ }

Shannon Entropy — the Shannon information entropy (in bits) of the distribution of values in a rolling window, after binning them into a fixed number of equal-width buckets.

bucket each of the last `period` values into `bins` equal-width bins over
  [min, max] of the window
p_i = count_i / period
H   = − Σ p_i · log2(p_i)            (over non-empty bins)

Entropy measures how spread out and unpredictable the recent values are. A window concentrated in one bin (a flat or tightly-ranging market) has low entropy near 0; a window whose values are spread evenly across all bins (a noisy, directionless market) approaches the maximum log2(bins). Traders use it as a regime filter: low entropy favours trend/breakout strategies, high entropy favours mean-reversion or standing aside.

The output lies in [0, log2(bins)]. A degenerate window where every value is identical (max == min) returns 0. The first value lands after period inputs; each update rebins the window in O(period).

Example

use wickra_core::{Indicator, ShannonEntropy};

let mut indicator = ShannonEntropy::new(32, 8).unwrap();
let mut last = None;
for i in 0..64 {
    last = indicator.update((f64::from(i) * 0.7).sin() * 10.0);
}
assert!(last.is_some());

Implementations

impl ShannonEntropy

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

Construct a Shannon entropy over period values binned into bins buckets.

Errors

Returns Error::PeriodZero if either argument is 0, or Error::InvalidPeriod if bins < 2 (entropy needs at least two bins).

pub const fn params(&self) -> (usize, usize)

Configured (period, bins).

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

Current value if available.

Trait Implementations

impl Clone for ShannonEntropy

fn clone(&self) -> ShannonEntropy

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ShannonEntropy

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

Formats the value using the given formatter.

impl Indicator for ShannonEntropy

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.