pub struct Ema { /* private fields */ }Expand description
Exponential Moving Average with smoothing factor alpha = 2 / (period + 1).
The first value is seeded with the simple mean of the first period inputs
(the classical TA-Lib convention). From then on each new input contributes
alpha * input + (1 - alpha) * previous.
§Example
use wickra_core::{Indicator, Ema};
let mut indicator = Ema::new(3).unwrap();
let mut last = None;
for i in 0..80 {
last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());Implementations§
Source§impl Ema
impl Ema
Sourcepub fn with_alpha(alpha: f64) -> Result<Self>
pub fn with_alpha(alpha: f64) -> Result<Self>
Construct an EMA with a custom smoothing factor alpha in (0, 1].
The reported period is derived from alpha via 2/alpha - 1 and rounded;
warmup_period() falls back to 1 because the implementation seeds from the
very first input.
§Errors
Returns Error::InvalidPeriod if alpha is not in (0.0, 1.0] or non-finite.
Sourcepub fn batch_nan(&mut self, inputs: &[f64]) -> Vec<f64>
pub fn batch_nan(&mut self, inputs: &[f64]) -> Vec<f64>
Vectorized batch returning one f64 per input (NaN during warmup).
Shadows the generic BatchNanExt::batch_nan blanket
default via inherent-method resolution. For a fresh indicator over an
all-finite slice it runs the seed (mean of the first period) once and
then the bare alpha * x + (1 - alpha) * prev recurrence in a tight loop
with no per-element is_finite/seeded branch and no Option — yet uses
the identical mul_add, so the result is bit-for-bit equal to replaying
update. Any other state, or a non-finite element, defers to the exact
update replay.
Trait Implementations§
Source§impl Indicator for Ema
impl Indicator for Ema
Source§fn update(&mut self, input: f64) -> Option<f64>
fn update(&mut self, input: f64) -> Option<f64>
None if the indicator is still warming up.Source§fn reset(&mut self)
fn reset(&mut self)
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
None output can be produced.Auto Trait Implementations§
impl Freeze for Ema
impl RefUnwindSafe for Ema
impl Send for Ema
impl Sync for Ema
impl Unpin for Ema
impl UnsafeUnpin for Ema
impl UnwindSafe for Ema
Blanket Implementations§
Source§impl<T> BatchExt for Twhere
T: Indicator,
impl<T> BatchExt for Twhere
T: Indicator,
Source§fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
None during warmup) per input.Source§impl<T> BatchNanExt for T
impl<T> BatchNanExt for T
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more