Struct AdaptiveRsi 

pub struct AdaptiveRsi { /* private fields */ }

Adaptive RSI — Wilder’s RSI in which the smoothing of the average gain and average loss adapts to trendiness via Kaufman’s efficiency ratio, so the oscillator reacts fast in a clean move and smooths through chop.

ER     = |price_t − price_{t−period}| / Σ |Δprice| over the window   (efficiency ratio, 0..1)
sc     = ( ER·(2/3 − 2/31) + 2/31 )²                                  (KAMA smoothing constant)
avg_gain += sc·(gain − avg_gain),  avg_loss += sc·(loss − avg_loss)
RSI    = 100 · avg_gain / (avg_gain + avg_loss)

A fixed-period Rsi is a compromise: short periods whip in ranges, long ones lag in trends. This adaptive form borrows Kaufman’s efficiency ratio (directional move / total path) to set the smoothing each bar — near 1 (a clean trend) the averages track gains and losses almost immediately; near 0 (noise) they barely move, filtering the chop. The result is an RSI that is responsive when it should be and quiet when it should be. It is the efficiency-ratio cousin of Ehlers’ cycle-adaptive RSI, which instead sets the lookback from the measured dominant cycle.

Output is bounded in [0, 100]; a flat market returns the neutral 50. The first value lands after period + 1 inputs. Each update is O(1).

Example

use wickra_core::{Indicator, AdaptiveRsi};

let mut indicator = AdaptiveRsi::new(14).unwrap();
let mut last = None;
for i in 0..60 {
    last = indicator.update(100.0 + (f64::from(i) * 0.3).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl AdaptiveRsi

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

Construct an adaptive RSI with the given efficiency-ratio period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured efficiency-ratio period.

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

Current value if available.

Trait Implementations

impl Clone for AdaptiveRsi

fn clone(&self) -> AdaptiveRsi

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AdaptiveRsi

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

Formats the value using the given formatter.

impl Indicator for AdaptiveRsi

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.