Struct BollingerBands 

pub struct BollingerBands { /* private fields */ }

Bollinger Bands with SMA middle band and population standard deviation envelopes.

Standard parameters are period = 20, multiplier = 2.0. Bollinger’s original publication uses population (not sample) standard deviation, which matches every reference implementation (TA-Lib, pandas-ta, etc.).

The running sum and sum_sq are reseeded from the live window every 16 · period updates to cap floating-point drift on long streams. This is amortised O(1), preserves bit-equivalence with the previous behaviour on inputs that did not drift, and is particularly important for sum_sq, where catastrophic cancellation between large add/subtract pairs can drive the computed variance negative (the .max(0.0) clamp below is the safety-net for the rare cases where the reseed has not happened yet).

Example

use wickra_core::{Indicator, BollingerBands};

let mut indicator = BollingerBands::new(5, 2.0).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl BollingerBands

pub fn new(period: usize, multiplier: f64) -> Result<Self>

Construct a new Bollinger Bands indicator.

Errors

Returns Error::PeriodZero for period == 0 and Error::NonPositiveMultiplier for multiplier <= 0.

pub fn classic() -> Self

Classic configuration: period = 20, multiplier = 2.0.

pub const fn period(&self) -> usize

Configured period.

pub const fn multiplier(&self) -> f64

Configured multiplier.

pub fn batch_bands(&mut self, inputs: &[f64]) -> Vec<f64>

Vectorized flat batch for bindings: returns n * 4 values laid out as [upper, middle, lower, stddev] per input row, warmup rows all NaN.

For a fresh, all-finite slice it inlines update’s rolling sum/sum_sq and drift-reseed, writing the four band values directly instead of an Option<BollingerOutput> per element. Same add/subtract order, same reseed cadence, same variance/sqrt math — so it is bit-for-bit equal to replaying update, including the long-stream drift bound. Any other state, or a non-finite element, defers to the exact update replay.

This is a separate entry point from the trait batch, which returns Vec<Option<BollingerOutput>>; only the bindings, which want a flat f64 buffer, call this.

Trait Implementations

impl Clone for BollingerBands

fn clone(&self) -> BollingerBands

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BollingerBands

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

Formats the value using the given formatter.

impl Indicator for BollingerBands

type Input = f64

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = BollingerOutput

Type of one output value.

fn update(&mut self, input: f64) -> Option<BollingerOutput>

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.