Struct FisherRsi 

pub struct FisherRsi { /* private fields */ }

Fisher RSI — the Fisher transform applied to a normalised Rsi.

The RSI is bounded in [0, 100] and its distribution piles up near the middle, which blurs turning points. The Fisher transform reshapes a bounded input toward a Gaussian, sharpening the extremes into clear, near-symmetric peaks:

rsi   = RSI(price, period)            in [0, 100]
x     = clamp((rsi - 50) / 50, ±0.999)   normalise to (-1, 1)
Fisher = 0.5 * ln((1 + x) / (1 - x))

The clamp keeps the logarithm finite when the RSI pins at 0 or 100. The output is unbounded but in practice oscillates in roughly [-3, 3], with sharp excursions marking momentum extremes. The first value lands with the inner RSI, after period + 1 inputs.

Example

use wickra_core::{FisherRsi, Indicator};

let mut indicator = FisherRsi::new(9).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + (f64::from(i) * 0.3).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl FisherRsi

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

Construct a Fisher RSI with the given RSI period.

Errors

Returns crate::Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for FisherRsi

fn clone(&self) -> FisherRsi

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FisherRsi

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

Formats the value using the given formatter.

impl Indicator for FisherRsi

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.