Struct AdaptiveCci 

pub struct AdaptiveCci { /* private fields */ }

Adaptive CCI — Lambert’s Commodity Channel Index whose centre line is an efficiency-ratio-adaptive moving average of typical price instead of a plain SMA, so it leads in trends and stays calm in chop.

TP   = (high + low + close) / 3
ER   = |TP_t − TP_oldest| / Σ |ΔTP| over the window      (0..1)
sc   = ( ER·(2/3 − 2/31) + 2/31 )²
mean += sc·(TP_t − mean)                                  (adaptive centre, seeded with SMA)
MD   = mean(|TP_i − mean|) over the window               (mean deviation)
CCI  = (TP_t − mean) / (0.015 · MD)

The classic Cci centres typical price on its simple moving average; the lag of that SMA delays the oscillator in fast moves. Replacing it with a KAMA-style adaptive average — driven by Kaufman’s efficiency ratio — lets the centre line accelerate toward price in a clean trend (so the CCI reaches its ±100 bands sooner) and slow down in noise (fewer false pokes). The 0.015 scaling keeps Lambert’s convention that roughly 70–80% of readings fall in [−100, +100].

The output is unbounded around 0; a flat window (zero mean deviation) returns 0. The first value lands after period inputs; each update is O(period).

Example

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

let mut indicator = AdaptiveCci::new(20).unwrap();
let mut last = None;
for i in 0..60 {
    let base = 100.0 + (f64::from(i) * 0.3).sin() * 5.0;
    let c = Candle::new(base, base + 1.0, base - 1.0, base, 1_000.0, 0).unwrap();
    last = indicator.update(c);
}
assert!(last.is_some());

Implementations

impl AdaptiveCci

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

Construct an adaptive CCI with the given period.

Errors

Returns Error::PeriodZero if period == 0 and Error::InvalidPeriod if period < 2 (the efficiency ratio needs a path of at least one step).

pub const fn period(&self) -> usize

Configured period.

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

Current value if available.

Trait Implementations

impl Clone for AdaptiveCci

fn clone(&self) -> AdaptiveCci

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AdaptiveCci

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

Formats the value using the given formatter.

impl Indicator for AdaptiveCci

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.