Struct SuperSmoother 

pub struct SuperSmoother { /* private fields */ }

Ehlers’ 2-pole Butterworth-style “SuperSmoother” lowpass filter.

From John Ehlers’ Cycle Analytics for Traders (2013, ch. 3). For a given critical period period, the filter coefficients are:

a1 = exp(-sqrt(2) * pi / period)
b1 = 2 * a1 * cos(sqrt(2) * pi / period)
c2 = b1
c3 = -a1 * a1
c1 = 1 - c2 - c3
y[t] = c1 * (x[t] + x[t-1]) / 2 + c2 * y[t-1] + c3 * y[t-2]

The implementation needs two prior inputs and two prior outputs to begin running; until then it returns the input itself (a common Ehlers initial condition), which lets downstream filters warm up without long delays.

Example

use wickra_core::{Indicator, SuperSmoother};

let mut ss = SuperSmoother::new(10).unwrap();
let mut last = None;
for i in 0..40 {
    last = ss.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl SuperSmoother

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

Construct a new SuperSmoother with the given critical period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

pub const fn coefficients(&self) -> (f64, f64, f64)

Filter coefficients (c1, c2, c3).

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

Current value if available.

Trait Implementations

impl Clone for SuperSmoother

fn clone(&self) -> SuperSmoother

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SuperSmoother

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

Formats the value using the given formatter.

impl Indicator for SuperSmoother

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.