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TsfOscillator

Struct TsfOscillator 

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pub struct TsfOscillator { /* private fields */ }
Expand description

Time Series Forecast Oscillator — the percentage gap between the close and the one-bar-ahead time-series forecast of the close.

TSFOsc_t = 100 · (close_t − TSF(close, period)_t) / close_t

where Tsf projects the rolling least-squares line one bar past the window (a + b·period). It is the close-relative companion to Cfo, which measures the same percentage gap against the regression value at the current bar (a + b·(period − 1)). Because TSF advances one bar further than LinearRegression, the two differ by exactly the slope term 100·b/close: on a trending series TSFOsc reads more negative in an uptrend (the forecast has already stepped above price) and more positive in a downtrend.

Positive readings mean the close sits above its forward forecast (price has overshot the projected trend); negative readings mean it sits below. Wraps the existing Tsf so the warmup matches.

§Example

use wickra_core::{Indicator, TsfOscillator};

let mut indicator = TsfOscillator::new(14).unwrap();
let mut last = None;
for i in 0..40 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

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impl TsfOscillator

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

Construct a new TSF oscillator over period inputs.

§Errors

Returns Error::InvalidPeriod if period < 2 — a regression line is undefined for fewer than two points.

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pub const fn period(&self) -> usize

Configured period.

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impl Clone for TsfOscillator

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fn clone(&self) -> TsfOscillator

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for TsfOscillator

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

Formats the value using the given formatter. Read more
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impl Indicator for TsfOscillator

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type Input = f64

Type of one input data point (typically f64 for a price, or Candle / Tick).
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type Output = f64

Type of one output value.
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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.
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fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.
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fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.
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fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.
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fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.

Auto Trait Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> BatchExt for T
where T: Indicator,

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fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
where Self::Input: Clone,

Run the indicator over a slice of inputs in order, returning one output (or None during warmup) per input.
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fn batch_parallel<F>( inputs_per_asset: &[Vec<Self::Input>], make: F, ) -> Vec<Vec<Option<Self::Output>>>
where Self: Sized + Send, Self::Input: Sync + Clone, Self::Output: Send, F: Fn() -> Self + Sync + Send,

Available on crate feature parallel only.
Run an independent copy of the indicator over each input series in parallel. Read more
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impl<T> BatchNanExt for T
where T: Indicator<Input = f64, Output = f64>,

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fn batch_nan(&mut self, inputs: &[f64]) -> Vec<f64>

One f64 per input, warmup positions filled with NaN.
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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impl<T> Pointable for T

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const ALIGN: usize

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type Init = T

The type for initializers.
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unsafe fn init(init: <T as Pointable>::Init) -> usize

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unsafe fn deref<'a>(ptr: usize) -> &'a T

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unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

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unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
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where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

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fn clone_into(&self, target: &mut T)

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impl<T, U> TryFrom<U> for T
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type Error = Infallible

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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.