Struct DynamicMomentumIndex 

pub struct DynamicMomentumIndex { /* private fields */ }

Dynamic Momentum Index — Tushar Chande’s RSI whose lookback shrinks in volatile markets and lengthens in calm ones.

A standard RSI uses a fixed period; the DMI varies it from the recent volatility so the oscillator stays responsive when the market is fast and smooth when it is quiet:

vol     = StdDev(close, 5)
vol_avg = SMA(vol, 10)
Vi      = vol / vol_avg                       (volatility index)
td      = clamp(round(period / Vi), 5, 30)    (dynamic lookback)
avg_gain, avg_loss = simple means of the last `td` price changes
DMI     = 100 * avg_gain / (avg_gain + avg_loss)

High volatility (Vi > 1) shortens td toward 5 (faster); low volatility lengthens it toward 30 (slower). The averages of gains and losses are simple means over the last td changes (not Wilder-smoothed), recomputed as the window length flexes. Output is bounded in [0, 100]; a flat market returns the neutral 50.

The first value lands after MAX_RSI_LOOKBACK + 1 = 31 inputs, so the change buffer always holds enough history for any dynamic lookback up to 30.

Example

use wickra_core::{DynamicMomentumIndex, Indicator};

let mut dmi = DynamicMomentumIndex::new(14).unwrap();
let mut last = None;
for i in 0..80 {
    last = dmi.update(100.0 + (f64::from(i) * 0.2).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl DynamicMomentumIndex

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

Construct a DMI with the given base RSI period (Chande uses 14).

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured base period.

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

Current value if available.

Trait Implementations

impl Clone for DynamicMomentumIndex

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 DynamicMomentumIndex

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

Formats the value using the given formatter.

impl Indicator for DynamicMomentumIndex

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.