Struct AdaptiveRsi 

pub struct AdaptiveRsi { /* private fields */ }

Adaptive RSI — Wilder’s RSI in which the smoothing of the average gain and average loss adapts to trendiness via Kaufman’s efficiency ratio, so the oscillator reacts fast in a clean move and smooths through chop.

ER     = |price_t − price_{t−period}| / Σ |Δprice| over the window   (efficiency ratio, 0..1)
sc     = ( ER·(2/3 − 2/31) + 2/31 )²                                  (KAMA smoothing constant)
avg_gain += sc·(gain − avg_gain),  avg_loss += sc·(loss − avg_loss)
RSI    = 100 · avg_gain / (avg_gain + avg_loss)

A fixed-period Rsi is a compromise: short periods whip in ranges, long ones lag in trends. This adaptive form borrows Kaufman’s efficiency ratio (directional move / total path) to set the smoothing each bar — near 1 (a clean trend) the averages track gains and losses almost immediately; near 0 (noise) they barely move, filtering the chop. The result is an RSI that is responsive when it should be and quiet when it should be. It is the efficiency-ratio cousin of Ehlers’ cycle-adaptive RSI, which instead sets the lookback from the measured dominant cycle.

Output is bounded in [0, 100]; a flat market returns the neutral 50. The first value lands after period + 1 inputs. Each update is O(1).

Example

use wickra_core::{Indicator, AdaptiveRsi};

let mut indicator = AdaptiveRsi::new(14).unwrap();
let mut last = None;
for i in 0..60 {
    last = indicator.update(100.0 + (f64::from(i) * 0.3).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl AdaptiveRsi

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

Construct an adaptive RSI with the given efficiency-ratio period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured efficiency-ratio period.

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

Current value if available.

Trait Implementations

impl Clone for AdaptiveRsi

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 AdaptiveRsi

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

Formats the value using the given formatter.

impl Indicator for AdaptiveRsi

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, price: 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.