Struct DrawdownDuration 

pub struct DrawdownDuration { /* private fields */ }

Cumulative drawdown duration in bars.

Each update receives one equity-curve sample. The indicator tracks the running all-time peak seen since construction (or last reset) and reports how many bars have elapsed since that peak was set:

peak_t        = max(input over [0..=t])
duration_t    = bars elapsed since peak_t was first set

A new peak resets the duration to 0. As long as the series stays under water the duration grows linearly with each bar.

The indicator emits a value on every bar (no warmup beyond the first input) and runs in O(1) per update.

Example

use wickra_core::{DrawdownDuration, Indicator};

let mut dd = DrawdownDuration::new();
assert_eq!(dd.update(100.0), Some(0));        // first bar -> new peak
assert_eq!(dd.update(95.0), Some(1));         // 1 bar under water
assert_eq!(dd.update(90.0), Some(2));         // 2 bars under water
assert_eq!(dd.update(110.0), Some(0));        // new peak -> reset

Implementations

impl DrawdownDuration

pub const fn new() -> Self

Construct a new Drawdown Duration tracker.

pub const fn value(&self) -> Option<u32>

Bars elapsed since the running all-time peak was set.

Trait Implementations

impl Clone for DrawdownDuration

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 DrawdownDuration

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

Formats the value using the given formatter.

impl Default for DrawdownDuration

fn default() -> Self

Returns the “default value” for a type.

impl Indicator for DrawdownDuration

type Input = f64

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = u32

Type of one output value.

fn update(&mut self, input: f64) -> Option<u32>

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.