Struct CyberneticCycle 

pub struct CyberneticCycle { /* private fields */ }

Ehlers’ Cybernetic Cycle Component (CCC).

Classic EasyLanguage construct from Cybernetic Analysis for Stocks and Futures (Ehlers 2004, ch. 4):

smooth[t] = (x[t] + 2*x[t-1] + 2*x[t-2] + x[t-3]) / 6
cycle[t]  = (1 - alpha/2)^2 * (smooth[t] - 2*smooth[t-1] + smooth[t-2])
          + 2 * (1 - alpha) * cycle[t-1]
          - (1 - alpha)^2 * cycle[t-2]

The result is a near-zero-mean oscillator that tracks the dominant cycle component while filtering trend. alpha is a smoothing fraction in (0, 1]; Ehlers recommends 2 / (period + 1) for a given critical period.

The first six outputs follow Ehlers’ “use the input directly” initial condition so downstream consumers stay reactive.

Example

use wickra_core::{Indicator, CyberneticCycle};

let mut cc = CyberneticCycle::new(10).unwrap();
let mut last = None;
for i in 0..30 {
    last = cc.update(100.0 + (f64::from(i) * 0.3).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl CyberneticCycle

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

Construct with the dominant-cycle period (alpha = 2 / (period + 1)).

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

pub const fn alpha(&self) -> f64

Smoothing alpha.

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

Current value if available.

Trait Implementations

impl Clone for CyberneticCycle

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 CyberneticCycle

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

Formats the value using the given formatter.

impl Indicator for CyberneticCycle

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.