Struct Atr 

pub struct Atr { /* private fields */ }

Average True Range with Wilder smoothing.

The first emitted value, by convention, appears after period candles: the first period − 1 true-range values seed the Wilder average alongside the period-th, then the smoothed update begins.

Example

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

let mut indicator = Atr::new(5).unwrap();
let mut last = None;
for i in 0..80 {
    let base = 100.0 + f64::from(i);
    let candle =
        Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 10.0, i64::from(i)).unwrap();
    last = indicator.update(candle);
}
assert!(last.is_some());

Implementations

impl Atr

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

Construct an ATR with the given Wilder period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

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

Current value if available.

pub fn batch_atr( &mut self, high: &[f64], low: &[f64], close: &[f64], ) -> Vec<f64>

Vectorized batch over raw high/low/close columns: one f64 per bar (NaN during warmup). The caller guarantees the three slices are equal length and finite with valid OHLC ordering (the binding validates once up front); ATR only reads high, low and the previous close.

For a fresh indicator long enough to seed (n >= period) it runs the true-range seed once and then the bare Wilder recurrence in a tight loop — no per-bar Candle construction/validation, no Option, identical division at the seed and mul_add afterwards, so the result is bit-for-bit equal to replaying update over the same candles. Shorter or non-fresh inputs defer to an exact update replay.

Trait Implementations

impl Clone for Atr

fn clone(&self) -> Atr

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Atr

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

Formats the value using the given formatter.

impl Indicator for Atr

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.