Struct RollingPercentileRank 

pub struct RollingPercentileRank { /* private fields */ }

Percentile rank of the most-recent value within the last period values, in [0, 100].

rank = 100 · (#below + 0.5 · #equal) / period

where #below counts window values strictly less than the current value and #equal counts those equal to it (including the current value itself). This is the “mean” method of percentileofscore: ties are split symmetrically, so a flat window scores exactly 50, the strict window maximum scores just under 100, and the strict minimum just over 0.

Percentile rank turns any series into a bounded, self-normalising oscillator: “where does today sit relative to its own recent history” — high readings mark stretched extremes, mid readings mark the typical range. It is the scale-free cousin of the z-score that makes no distributional assumption.

Each update is O(period): one linear pass tallies the comparisons.

Example

use wickra_core::{Indicator, RollingPercentileRank};

let mut indicator = RollingPercentileRank::new(20).unwrap();
let mut last = None;
for i in 0..40 {
    last = indicator.update(100.0 + f64::from(i));
}
// A strictly rising series puts the newest value near the top.
assert!(last.unwrap() > 90.0);

Implementations

impl RollingPercentileRank

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

Construct a new rolling percentile rank with the given period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for RollingPercentileRank

fn clone(&self) -> RollingPercentileRank

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RollingPercentileRank

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

Formats the value using the given formatter.

impl Indicator for RollingPercentileRank

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, value: 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.