Struct EhlersStochastic 

pub struct EhlersStochastic { /* private fields */ }

Ehlers’ Adaptive Stochastic.

Implements the construction described in Cycle Analytics for Traders (Ehlers 2013, ch. 7): the raw price is first passed through a RoofingFilter (high-pass + SuperSmoother bandpass) to isolate the tradable cycle band, then the classic Stochastic %K formula is applied to the filtered output over period bars and finally re-smoothed by a 2-bar SuperSmoother. The result is a ±1-normalised oscillator that reacts to cycles without trending bias from low-frequency drift.

The output uses Ehlers’ 2 * (X - MinX) / (MaxX - MinX) - 1 convention, so the range is [-1, +1] rather than the conventional [0, 100].

Example

use wickra_core::{Indicator, EhlersStochastic};

let mut es = EhlersStochastic::new(20).unwrap();
let mut last = None;
for i in 0..120 {
    last = es.update(100.0 + (f64::from(i) * 0.3).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl EhlersStochastic

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

Construct with the rolling window length used by the inner stochastic.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

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

Current value if available.

Trait Implementations

impl Clone for EhlersStochastic

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 EhlersStochastic

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

Formats the value using the given formatter.

impl Indicator for EhlersStochastic

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.