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HtTrendMode

Struct HtTrendMode 

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pub struct HtTrendMode { /* private fields */ }
Expand description

Ehlers’ Hilbert Transform Trend Mode (HT_TRENDMODE).

Runs the same adaptive Hilbert-transform engine as HilbertDominantCycle, derives the dominant cycle phase, its sine / lead-sine, and an instantaneous trendline, then classifies the market into trend mode (1) or cycle mode (0):

  • it is a cycle shortly after the sine and lead-sine cross, while the phase advances at roughly the dominant-cycle rate;
  • it is a trend otherwise, and is forced to trend whenever price separates from the trendline by more than 1.5%.

From Rocket Science for Traders (Ehlers 2001), aligned with TA-Lib’s HT_TRENDMODE. The output is 1.0 or 0.0; the first value is emitted after ~50 inputs once the engine’s moving-average chain has filled.

§Example

use wickra_core::{Indicator, HtTrendMode};

let mut ht = HtTrendMode::new();
let mut last = None;
for i in 0..120 {
    last = ht.update(100.0 + f64::from(i));
}
assert!(last.is_some());

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impl HtTrendMode

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pub fn new() -> Self

Construct a new Hilbert transform trend-mode classifier.

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

Current trend-mode flag (1.0 trend, 0.0 cycle) if available.

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impl Clone for HtTrendMode

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for HtTrendMode

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

Formats the value using the given formatter. Read more
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impl Default for HtTrendMode

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl Indicator for HtTrendMode

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type Input = f64

Type of one input data point (typically f64 for a price, or Candle / Tick).
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type Output = f64

Type of one output value.
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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. Read more
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fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.
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fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.
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fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.
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fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.
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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. Read more
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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. Read more

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> BatchExt for T
where T: Indicator,

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fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
where Self::Input: Clone,

Run the indicator over a slice of inputs in order, returning one output (or None during warmup) per input.
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fn batch_parallel<F>( inputs_per_asset: &[Vec<Self::Input>], make: F, ) -> Vec<Vec<Option<Self::Output>>>
where Self: Sized + Send, Self::Input: Sync + Clone, Self::Output: Send, F: Fn() -> Self + Sync + Send,

Available on crate feature parallel only.
Run an independent copy of the indicator over each input series in parallel. Read more
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impl<T> BatchNanExt for T
where T: Indicator<Input = f64, Output = f64>,

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fn batch_nan(&mut self, inputs: &[f64]) -> Vec<f64>

One f64 per input, warmup positions filled with NaN, bit-for-bit equal to replaying update.
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fn batch_fast(&mut self, inputs: &[f64]) -> Vec<f64>

The opt-in fast batch (Indicator::batch_fast_into) into a fresh vector: within the indicator’s documented tolerance of batch_nan, deterministic across platforms.
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where T: ?Sized,

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fn borrow(&self) -> &T

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fn borrow_mut(&mut self) -> &mut T

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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where U: From<T>,

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fn into(self) -> U

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That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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