Struct AverageDrawdown 

pub struct AverageDrawdown { /* private fields */ }

Rolling Average Drawdown.

Input is treated as an equity-curve sample. Over the trailing window of period values the indicator identifies each distinct drawdown episode — a stretch where equity is below the running peak — and reports the mean of the episodes’ maximum depths:

episode opens when equity < running peak
episode closes when equity reaches a new peak (full recovery)
depth(episode) = (episode_peak − episode_trough) / episode_peak
AvgDD          = mean(depth over episodes in window)   (0 if no drawdown)

This is the conventional “average drawdown” (mean depth across separate drawdowns), which is distinct from the crate::PainIndex — the latter averages the under-water fraction at every bar, so a long shallow drawdown weighs more there than here. Output is a non-negative fraction (0.05 ≈ 5 % mean episode depth).

Each update is O(period).

Implementations

impl AverageDrawdown

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

Construct a new rolling Average Drawdown.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured window length.

Trait Implementations

impl Clone for AverageDrawdown

fn clone(&self) -> AverageDrawdown

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AverageDrawdown

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

Formats the value using the given formatter.

impl Indicator for AverageDrawdown

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.