Struct Hma 

pub struct Hma { /* private fields */ }

Hull Moving Average: WMA(2 * WMA(n/2) - WMA(n), sqrt(n)).

Designed by Alan Hull as a lag-free moving average that is also responsive. The square root of the period is rounded to the nearest integer (minimum 1).

Example

use wickra_core::{Indicator, Hma};

let mut indicator = Hma::new(9).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl Hma

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

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for Hma

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 Hma

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

Formats the value using the given formatter.

impl Indicator for Hma

fn batch_nan_into(&mut self, inputs: &[f64], out: &mut [f64])

The exact batch: until all three WMAs are full it replays update, then runs the three in one loop with their state in locals (Wma::steady). Per input that is update’s own sequence – skip a non-finite input, step both windowed WMAs, and step the smoothing one on 2 * half - full only when that is finite, as its update would skip it – so the same bits and the same state, with the three independent chains interleaved.

fn batch_fast_into(&mut self, inputs: &[f64], out: &mut [f64])

SIMD kernel: the half and full WMAs, their 2 · half − full difference and the smoothing WMA over it, each as the WMA prefix-scan kernel. Agrees with the exact batch to within a few units in the last place; warmup NaNs and length are identical. HMA only remembers its last period + smooth − 1 inputs, so afterwards its state is rebuilt exactly by replaying them.

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.