Struct ProfitFactor 

pub struct ProfitFactor { /* private fields */ }

Rolling Profit Factor.

Input is treated as a per-period return (or a per-trade P&L). Over the trailing window:

gross_profit = Σ max(0, r) over window
gross_loss   = Σ max(0, −r) over window
PF           = gross_profit / gross_loss

PF > 1 means the strategy made more than it lost in the window.

Unbounded output

With no losing returns the gross loss is zero and the indicator returns f64::INFINITY. This is not an edge case to be discovered in production: any period-bar window without a single down bar produces it, which on a trending instrument happens routinely. The value is correct – the ratio really is unbounded – but it propagates, and inf - inf is NaN, so a caller feeding this into further arithmetic should test for it. f64::is_finite is the guard.

A flat window, with neither gains nor losses, is break-even and returns 1.0 – the same value the ratio takes when gross profit equals gross loss. It used to return 0.0, which is also what a window of nothing but losses returns; the two are opposite states and were indistinguishable.

Each update is O(period).

Example

use wickra_core::{Indicator, ProfitFactor};

let mut pf = ProfitFactor::new(20).unwrap();
let mut last = None;
for i in 0..40 {
    last = pf.update((f64::from(i) * 0.2).sin() * 0.01);
}
assert!(last.is_some());

Implementations

impl ProfitFactor

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

Construct a new rolling Profit Factor.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured window length.

Trait Implementations

impl Clone for ProfitFactor

fn clone(&self) -> ProfitFactor

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ProfitFactor

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

Formats the value using the given formatter.

impl Indicator for ProfitFactor

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 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.