Struct GeneralizedDema 

pub struct GeneralizedDema { /* private fields */ }

Generalized DEMA — the building block of Tillson’s T3, exposed on its own.

GD = (1 + v) · EMA(price) − v · EMA(EMA(price))

where both EMAs share the same period and v ∈ [0, 1] is the volume factor. v controls how much of the second-order lag correction is applied:

• v = 0 collapses GD to a plain Ema (no correction).
• v = 1 recovers the standard Dema 2·EMA − EMA(EMA).
• intermediate values (Tillson uses 0.7) trade a little lag reduction for less overshoot than DEMA.

Because the coefficients (1 + v) and −v always sum to 1, a constant series maps to itself. The first output lands after 2·period − 1 inputs — EMA1 seeds at period, then EMA2 needs another period − 1 of EMA1’s outputs to seed, exactly like DEMA.

Example

use wickra_core::{Indicator, GeneralizedDema};

let mut indicator = GeneralizedDema::new(5, 0.7).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl GeneralizedDema

pub fn new(period: usize, v: f64) -> Result<Self>

Construct a generalized DEMA with the given period and volume factor v.

Errors

Returns Error::PeriodZero if period == 0, or Error::InvalidPeriod if v is non-finite or outside [0.0, 1.0].

pub const fn period(&self) -> usize

Configured period.

pub const fn volume_factor(&self) -> f64

Configured volume factor v.

Trait Implementations

impl Clone for GeneralizedDema

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for GeneralizedDema

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

Formats the value using the given formatter.

impl Indicator for GeneralizedDema

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.

fn batch_nan_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Run the indicator over inputs, writing one output per input into the caller-owned out buffer (NaN where update returns None). It exists for every indicator whose output converts to an f64; the batch pipelines use it for the scalar f64 -> f64 ones.

fn batch_fast_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Opt-in fast batch: like batch_nan_into, but an indicator with a vectorised kernel may reassociate its arithmetic to run it in SIMD lanes. Each value then agrees with the exact batch to within the tolerance the indicator documents (a few units in the last place), not bit for bit; warmup positions, NaN placement and the output length are identical. The kernels are deterministic: the same input produces the same bits on every platform, with or without SIMD hardware.