Struct InverseFisherTransform 

pub struct InverseFisherTransform { /* private fields */ }

Inverse Fisher Transform of a scaled scalar input.

Compresses the input through (e^{2x} - 1) / (e^{2x} + 1) = tanh(x), the algebraic inverse of the Fisher transform. The output is bounded in [-1, +1] (saturating to exactly ±1 for |scale * input| >= ~19.06 under IEEE 754 doubles), which makes overbought/oversold thresholds at, say, ±0.5 universal across markets and timeframes — the classic use described by Ehlers in Cybernetic Analysis for Stocks and Futures (2004).

The constructor takes a scale multiplier so callers can feed raw oscillator readings (e.g. RSI in [0, 100], mapped to [-5, +5] with scale = 0.1 after a -50 shift) without writing their own scaler. Internally the indicator just computes tanh(scale * input).

Example

use wickra_core::{Indicator, InverseFisherTransform};

let mut ift = InverseFisherTransform::new(1.0).unwrap();
// Large positive input saturates to +1, large negative to -1.
assert!(ift.update(10.0).unwrap() > 0.999);
assert!(ift.update(-10.0).unwrap() < -0.999);

Implementations

impl InverseFisherTransform

pub fn new(scale: f64) -> Result<Self>

Construct with a multiplicative scale applied before the tanh squash.

Errors

Returns Error::InvalidPeriod if scale is not finite or non-positive.

pub const fn scale(&self) -> f64

Configured scale.

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

Current value if available.

Trait Implementations

impl Clone for InverseFisherTransform

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 InverseFisherTransform

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

Formats the value using the given formatter.

impl Indicator for InverseFisherTransform

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.