Struct ZigZag 

pub struct ZigZag { /* private fields */ }

ZigZag — a non-repainting percent-threshold swing detector. Tracks the most recent extreme (high or low) and confirms a reversal once price has moved the configured percentage away from it.

uptrend (last swing was a low):
  while highs make new highs, keep updating the pivot high
  once close (or low) drops by ≥ threshold·high → confirm pivot high

downtrend (last swing was a high):
  while lows make new lows, keep updating the pivot low
  once close (or high) rises by ≥ threshold·low  → confirm pivot low

The indicator emits Some(swing) only on the bar where a reversal is confirmed, returning the price and direction of the just-completed extreme. Bars between confirmations return None. The first bar bootstraps the state — it determines an initial reference price but does not emit.

The threshold is a fractional change (0.05 ≈ 5%); it must be strictly positive and below 1.0.

Example

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

let mut zz = ZigZag::new(0.10).unwrap();
for (i, p) in [100.0, 105.0, 115.0, 100.0, 90.0, 100.0].iter().enumerate() {
    let c = Candle::new(*p, *p + 0.5, *p - 0.5, *p, 1.0, i as i64).unwrap();
    let _ = zz.update(c);
}

Implementations

impl ZigZag

pub fn new(threshold: f64) -> Result<Self>

Construct a new ZigZag with a fractional reversal threshold (e.g. 0.05 for a 5% swing).

Errors

Returns Error::InvalidPeriod if threshold is not in (0.0, 1.0) or is not finite.

pub const fn threshold(&self) -> f64

Configured reversal threshold (fractional).

Trait Implementations

impl Clone for ZigZag

fn clone(&self) -> ZigZag

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ZigZag

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

Formats the value using the given formatter.

impl Indicator for ZigZag

type Input = Candle

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

type Output = ZigZagOutput

Type of one output value.

fn update(&mut self, candle: Candle) -> Option<ZigZagOutput>

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.