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());Implementations§
Trait Implementations§
Source§impl Clone for HtTrendMode
impl Clone for HtTrendMode
Source§impl Debug for HtTrendMode
impl Debug for HtTrendMode
Source§impl Default for HtTrendMode
impl Default for HtTrendMode
Source§impl Indicator for HtTrendMode
impl Indicator for HtTrendMode
Source§fn update(&mut self, input: f64) -> Option<f64>
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 moreSource§fn reset(&mut self)
fn reset(&mut self)
Reset all internal state, leaving the indicator equivalent to a freshly
constructed instance with the same parameters.
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
Number of inputs required before the first non-
None output can be produced.Source§fn is_ready(&self) -> bool
fn is_ready(&self) -> bool
Whether the indicator has emitted at least one value since the last reset.
Source§fn name(&self) -> &'static str
fn name(&self) -> &'static str
Stable, human-readable indicator name. Used by chaining and diagnostics.
Source§fn batch_nan_into(&mut self, inputs: &[Self::Input], out: &mut [f64])
fn batch_nan_into(&mut self, inputs: &[Self::Input], out: &mut [f64])
Source§fn batch_fast_into(&mut self, inputs: &[Self::Input], out: &mut [f64])
fn batch_fast_into(&mut self, inputs: &[Self::Input], out: &mut [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 moreAuto Trait Implementations§
impl Freeze for HtTrendMode
impl RefUnwindSafe for HtTrendMode
impl Send for HtTrendMode
impl Sync for HtTrendMode
impl Unpin for HtTrendMode
impl UnsafeUnpin for HtTrendMode
impl UnwindSafe for HtTrendMode
Blanket Implementations§
Source§impl<T> BatchExt for Twhere
T: Indicator,
impl<T> BatchExt for Twhere
T: Indicator,
Source§fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
Run the indicator over a slice of inputs in order, returning one output (or
None during warmup) per input.Source§impl<T> BatchNanExt for T
impl<T> BatchNanExt for T
Source§fn batch_nan(&mut self, inputs: &[f64]) -> Vec<f64>
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.Source§fn batch_fast(&mut self, inputs: &[f64]) -> Vec<f64>
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.Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ
fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ
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 moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more