Struct MacdIndicator 

pub struct MacdIndicator { /* private fields */ }

MACD = EMA(fast) − EMA(slow), with a signal EMA on top.

Standard parameters are fast = 12, slow = 26, signal = 9. The signal EMA is seeded from the first signal raw MACD values, so the first full MacdOutput is emitted after slow + signal − 1 inputs (assuming the slow EMA seeded by then).

Example

use wickra_core::{Indicator, MacdIndicator};

let mut indicator = MacdIndicator::new(3, 6, 3).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl MacdIndicator

pub fn new(fast: usize, slow: usize, signal: usize) -> Result<Self>

Construct a MACD with the given periods.

Errors

Returns Error::PeriodZero if any period is zero, and Error::InvalidPeriod if fast >= slow.

pub fn classic() -> Self

Default (12, 26, 9) configuration, matching every classical chart package.

pub const fn periods(&self) -> (usize, usize, usize)

Configured periods as (fast, slow, signal).

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

Most recent fully-computed output if available.

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

Vectorized flat batch for bindings: n * 3 values laid out as [macd, signal, histogram] per input row, warmup rows all NaN.

Allocates the result and fills it through batch_macd_into. Separate from the trait batch, which stays a bit-identical update replay.

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

Opt-in fast variant of batch_macd_into: after the exact warmup (those rows are identical to the exact batch), the fast, slow and signal EMAs run as SIMD linear-recurrence scans over blocks. Every value agrees with the exact batch to within a few units in the last place; warmup rows and length are identical, and the result is the same on every platform. Only a fresh indicator over finite values within 1e100, long enough for a full output, takes the kernel; anything else is the exact batch. Afterwards the three EMAs continue streaming from the kernel’s last values.

Panics

Panics if out.len() != inputs.len() * 3.

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

batch_macd_fast_into into a fresh vector.

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

batch_macd into a caller-owned buffer of inputs.len() * 3 values, overwriting every cell.

For a fresh slice long enough for a full output, whose values are all finite with magnitude at most 1e300, it runs the fast EMA, slow EMA and signal EMA as three recurrences in one pass: the warmup phases run on their own so the steady-state loop has no per-row branch, and the three independent chains overlap in the pipeline. The seeds are the same running means Ema keeps (summed from -0.0 in input order) and the recurrences the same mul_add, so every value is bit-for-bit equal to replaying update. The magnitude bound keeps every EMA, sum and MACD difference finite, which is what lets the signal EMA take every MACD value (streaming skips a non-finite one). Anything else (not fresh, a value out of range, or too short to emit) replays update.

Panics

Panics if out.len() != inputs.len() * 3.

Trait Implementations

impl Clone for MacdIndicator

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 MacdIndicator

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

Formats the value using the given formatter.

impl Indicator for MacdIndicator

type Input = f64

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

type Output = MacdOutput

Type of one output value.

fn update(&mut self, input: f64) -> Option<MacdOutput>

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.