Struct GeometricMa 

pub struct GeometricMa { /* private fields */ }

Geometric Moving Average — the rolling geometric mean of the last period inputs.

GMA = (Π value_i)^(1/period) = exp( (1/period) · Σ ln(value_i) )

The geometric mean is the natural average for multiplicative quantities such as prices and growth factors: averaging in log-space weights relative (percentage) moves symmetrically, so a +10% followed by a −10% move pulls the average below the start, exactly as compounded returns do. It is always less than or equal to the arithmetic mean of the same window.

Maintained incrementally in O(1): the running sum of natural logs is updated by adding the newcomer’s log and subtracting the departing value’s log as the window slides.

The geometric mean is only defined for strictly positive inputs. A non-finite or non-positive input is ignored (it leaves the window unchanged and returns the current value), mirroring the non-finite handling of the other moving averages.

Example

use wickra_core::{Indicator, GeometricMa};

let mut indicator = GeometricMa::new(5).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl GeometricMa

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

Construct a new geometric moving average over period inputs.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

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

Current value if the window is full.

Trait Implementations

impl Clone for GeometricMa

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 GeometricMa

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

Formats the value using the given formatter.

impl Indicator for GeometricMa

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.