Struct Evwma 

pub struct Evwma { /* private fields */ }

Christian P. Fries’ Elastic Volume-Weighted Moving Average.

Unlike VWMA which is a per-bar weighted mean, EVWMA runs an “elastic” recurrence whose smoothing weight is the bar’s volume relative to the running window-volume:

V_sum_t  = Σ volume_i over the last `period` candles
EVWMA_t  = ((V_sum_t - volume_t) * EVWMA_{t-1} + volume_t * close_t) / V_sum_t

A bar whose volume is small compared to the window total barely moves the average; a bar whose volume dominates the window pulls it strongly toward the bar’s close. The series is seeded with the close of the first candle after the volume window has filled (i.e. after period candles).

If V_sum_t == 0 (every candle in the window has zero volume), the recurrence is undefined; the indicator holds its previous value.

Reference: Christian P. Fries, Wilmott Magazine, 2001.

Example

use wickra_core::{Candle, Evwma, Indicator};

let mut evwma = Evwma::new(20).unwrap();
let mut last = None;
for i in 0..40 {
    let p = 100.0 + f64::from(i);
    let candle = Candle::new(p, p + 1.0, p - 1.0, p, 10.0, i64::from(i)).unwrap();
    last = evwma.update(candle);
}
assert!(last.is_some());

Implementations

impl Evwma

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

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

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

Current value if available.

Trait Implementations

impl Clone for Evwma

fn clone(&self) -> Evwma

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Evwma

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

Formats the value using the given formatter.

impl Indicator for Evwma

type Input = Candle

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, candle: Candle) -> 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.