Struct SeasonalZScore 

pub struct SeasonalZScore { /* private fields */ }

Seasonal Z-Score keyed on hour of day.

For every bar the indicator forms the simple return close / previous_close - 1 and compares it to the running mean and standard deviation of all prior returns that fell in the same local hour (the wall-clock hour of Candle::timestamp shifted by utc_offset_minutes). The output is (return - hour_mean) / hour_std. A bucket needs at least two prior samples before it can emit; a bucket with zero historical variance reports 0.0. The per-hour statistics use Welford’s online algorithm.

Example

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

let day = 24 * 3_600_000;
let mut z = SeasonalZScore::new(0);
// Same hour each day so they share a bucket; close grows then jumps.
for (i, close) in [100.0, 101.0, 103.0].iter().enumerate() {
    z.update(Candle::new(*close, *close, *close, *close, 1.0, i as i64 * day).unwrap());
}
// Fourth same-hour sample has two priors in the bucket -> emits a z-score.
let out = z.update(Candle::new(110.0, 110.0, 110.0, 110.0, 1.0, 3 * day).unwrap());
assert!(out.is_some());

Implementations

impl SeasonalZScore

pub const fn new(utc_offset_minutes: i32) -> Self

Construct a Seasonal Z-Score indicator with the given UTC offset (minutes).

pub const fn utc_offset_minutes(&self) -> i32

Configured UTC offset in minutes.

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

Most recent z-score if a populated bucket has produced one.

Trait Implementations

impl Clone for SeasonalZScore

fn clone(&self) -> SeasonalZScore

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SeasonalZScore

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

Formats the value using the given formatter.

impl Indicator for SeasonalZScore

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.