Struct SeasonalZScore 

pub struct SeasonalZScore { /* private fields */ }

Seasonal Z-Score keyed on hour of day.

For every bar the indicator forms the simple return close / previous_close - 1 and compares it to the running mean and standard deviation of all prior returns that fell in the same local hour (the wall-clock hour of Candle::timestamp shifted by utc_offset_minutes). The output is (return - hour_mean) / hour_std. A bucket needs at least two prior samples before it can emit; a bucket with zero historical variance reports 0.0. The per-hour statistics use Welford’s online algorithm.

Example

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

let day = 24 * 3_600_000;
let mut z = SeasonalZScore::new(0);
// Same hour each day so they share a bucket; close grows then jumps.
for (i, close) in [100.0, 101.0, 103.0].iter().enumerate() {
    z.update(Candle::new(*close, *close, *close, *close, 1.0, i as i64 * day).unwrap());
}
// Fourth same-hour sample has two priors in the bucket -> emits a z-score.
let out = z.update(Candle::new(110.0, 110.0, 110.0, 110.0, 1.0, 3 * day).unwrap());
assert!(out.is_some());

Implementations

impl SeasonalZScore

pub const fn new(utc_offset_minutes: i32) -> Self

The offset is a constant and does not follow daylight saving: for a venue that observes it, one value is correct for part of the year and an hour out for the rest, which shifts every session boundary by an hour. Either pass the offset in force for the span being analysed and keep spans that cross a transition apart, or convert the timestamps to the venue’s wall clock upstream and pass 0. Construct a Seasonal Z-Score indicator with the given UTC offset (minutes).

pub const fn utc_offset_minutes(&self) -> i32

Configured UTC offset in minutes.

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

Most recent z-score if a populated bucket has produced one.

Trait Implementations

impl Clone for SeasonalZScore

fn clone(&self) -> SeasonalZScore

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SeasonalZScore

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

Formats the value using the given formatter.

impl Indicator for SeasonalZScore

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 there is no value for this input.

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.