Struct Dema 

pub struct Dema { /* private fields */ }

Double Exponential Moving Average: 2 * EMA - EMA(EMA).

Designed by Patrick Mulloy to reduce the lag of a single EMA while keeping the smoothing benefit.

Example

use wickra_core::{Indicator, Dema};

let mut indicator = Dema::new(3).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl Dema

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

Errors

Returns crate::Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for Dema

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 Dema

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

Formats the value using the given formatter.

impl Indicator for Dema

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

SIMD kernel: the warmup runs the exact EMA recurrence until both EMAs are seeded (those values match the exact batch to the bit), then both EMAs run as chained linear-recurrence scans over stack blocks. Agrees with the exact batch to within a few units in the last place; warmup NaNs and length are identical. Afterwards both EMAs continue streaming from the kernel’s last values.

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.