Struct Alma 

pub struct Alma { /* private fields */ }

Arnaud Legoux Moving Average — a Gaussian-weighted moving average.

Each output is a weighted sum of the last period inputs:

w[i] = exp(-(i - m)^2 / (2 * s^2))   for i in 0..period
m    = offset * (period - 1)
s    = period / sigma
ALMA = sum(price[i] * w[i]) / sum(w[i])

The Gaussian is centred on the relative index offset * (period - 1), so offset = 0.85 puts the peak near the newest sample (responsive), while offset = 0.5 centres the peak in the middle of the window (smooth). sigma controls how concentrated the Gaussian is: larger sigma -> narrower kernel, smaller sigma -> broader (closer to SMA).

Reference: Arnaud Legoux and Dimitrios Kouzis-Loukas, 2009.

Defaults

The community-standard parameters are period = 9, offset = 0.85, sigma = 6.0. The first output lands after exactly period inputs.

Example

use wickra_core::{Alma, Indicator};

let mut alma = Alma::new(9, 0.85, 6.0).unwrap();
let mut last = None;
for i in 0..40 {
    last = alma.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl Alma

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

Construct a new ALMA with the given period, offset and sigma.

Errors

• Error::PeriodZero if period == 0.
• Error::InvalidPeriod if offset is outside [0.0, 1.0] or sigma <= 0.0 or either of offset / sigma is non-finite.

pub fn classic() -> Self

Construct ALMA with the community-standard parameters (period = 9, offset = 0.85, sigma = 6.0).

pub const fn period(&self) -> usize

Configured period.

pub const fn offset(&self) -> f64

Configured offset.

pub const fn sigma(&self) -> f64

Configured sigma.

Trait Implementations

impl Clone for Alma

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 Alma

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

Formats the value using the given formatter.

impl Indicator for Alma

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.