Struct Jma 

pub struct Jma { /* private fields */ }

Mark Jurik’s adaptive moving average. The original algorithm is proprietary and Jurik Research has never published the full source. This implementation follows the widely-used three-stage filter reconstruction circulated since the 1999 TASC article on the indicator — the same form used by most open-source ports (TradingView Pine, pandas-ta, various MQL ports):

beta        = 0.45 * (period - 1) / (0.45 * (period - 1) + 2)
alpha       = beta ^ power
phase_ratio = clamp(phase / 100 + 1.5, 0.5, 2.5)

e0_t = (1 - alpha) * x_t + alpha * e0_{t-1}
e1_t = (x_t - e0_t) * (1 - beta) + beta * e1_{t-1}
e2_t = (e0_t + phase_ratio * e1_t - JMA_{t-1}) * (1 - alpha)^2 + alpha^2 * e2_{t-1}
JMA_t = JMA_{t-1} + e2_t

The state is seeded by setting e0 = JMA = first input, so a constant input stream is reproduced exactly from the first output onward.

Parameters

• period: smoothing length (default 14).
• phase: phase shift in [-100, 100]. Values outside this range are clamped to the boundary phase_ratio so the constructor never fails on a finite phase.
• power: kernel exponent in 1..=4 (default 2 matches the popular reconstruction).

Example

use wickra_core::{Indicator, Jma};

let mut jma = Jma::new(14, 0.0, 2).unwrap();
let mut last = None;
for i in 0..40 {
    last = jma.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl Jma

pub fn new(period: usize, phase: f64, power: u32) -> Result<Self>

Errors

• Error::PeriodZero if period == 0.
• Error::InvalidPeriod if phase is non-finite or power is outside 1..=4.

pub fn classic() -> Self

Construct JMA with the popular defaults (period = 14, phase = 0, power = 2).

pub const fn params(&self) -> (usize, f64, u32)

Configured (period, phase, power).

Trait Implementations

impl Clone for Jma

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 Jma

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

Formats the value using the given formatter.

impl Indicator for Jma

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.