Struct ProfitFactor 

pub struct ProfitFactor { /* private fields */ }

Rolling Profit Factor.

Input is treated as a per-period return (or a per-trade P&L). Over the trailing window:

gross_profit = Σ max(0, r) over window
gross_loss   = Σ max(0, −r) over window
PF           = gross_profit / gross_loss

PF > 1 means the strategy made more than it lost in the window.

Unbounded output

With no losing returns the gross loss is zero and the indicator returns f64::INFINITY. This is not an edge case to be discovered in production: any period-bar window without a single down bar produces it, which on a trending instrument happens routinely. The value is correct – the ratio really is unbounded – but it propagates, and inf - inf is NaN, so a caller feeding this into further arithmetic should test for it. f64::is_finite is the guard.

A flat window, with neither gains nor losses, is break-even and returns 1.0 – the same value the ratio takes when gross profit equals gross loss. It used to return 0.0, which is also what a window of nothing but losses returns; the two are opposite states and were indistinguishable.

Each update is O(period).

Example

use wickra_core::{Indicator, ProfitFactor};

let mut pf = ProfitFactor::new(20).unwrap();
let mut last = None;
for i in 0..40 {
    last = pf.update((f64::from(i) * 0.2).sin() * 0.01);
}
assert!(last.is_some());

Implementations

impl ProfitFactor

pub fn new(period: usize) -> Result<Self>

Construct a new rolling Profit Factor.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured window length.

Trait Implementations

impl Clone for ProfitFactor

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 ProfitFactor

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

Formats the value using the given formatter.

impl Indicator for ProfitFactor

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.