Struct FundingRateZScore 

pub struct FundingRateZScore { /* private fields */ }

Funding Rate Z-Score — the latest funding rate expressed in standard deviations from its rolling mean over the trailing window of window ticks.

zScore = (fundingRate − mean) / population_stddev   over the last `window` ticks

A reading of +2 means funding is two standard deviations richer than its recent norm — an unusually crowded long, a contrarian fade signal; −2 is the mirror. Normalising the funding rate this way makes funding extremes comparable across regimes and assets. A window with zero dispersion (a flat funding series) yields 0. The indicator warms up for window ticks, then emits the rolling z-score, maintained in O(1) per tick.

Input = DerivativesTick, Output = f64.

Example

use wickra_core::{DerivativesTick, FundingRateZScore, Indicator};

fn tick(rate: f64) -> DerivativesTick {
    DerivativesTick::new(rate, 100.0, 100.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0)
        .unwrap()
}

let mut z = FundingRateZScore::new(2).unwrap();
assert_eq!(z.update(tick(0.001)), None);
// Window [0.001, 0.003]: mean 0.002, population stddev 0.001 -> (0.003 - 0.002) / 0.001 = 1.
assert!((z.update(tick(0.003)).unwrap() - 1.0).abs() < 1e-9);

Implementations

impl FundingRateZScore

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

Construct a funding-rate z-score over a window of window ticks.

Errors

Returns Error::PeriodZero if window is zero.

pub fn window(&self) -> usize

The configured window length, in ticks.

Trait Implementations

impl Clone for FundingRateZScore

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 FundingRateZScore

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

Formats the value using the given formatter.

impl Indicator for FundingRateZScore

type Input = DerivativesTick

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, tick: DerivativesTick) -> 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.