Struct RecoveryFactor 

pub struct RecoveryFactor { /* private fields */ }

Recovery Factor.

Input is treated as an equity-curve sample (e.g. total account equity). The indicator tracks the running all-time peak and the deepest drawdown seen so far, plus the cumulative net return relative to the first observation:

peak       = max(equity since start)
trough_dd  = max((peak − equity) / peak)
net_return = (equity_last / equity_first) − 1
Recovery   = net_return / trough_dd

Recovery > 1 means the strategy has earned more than it ever lost on the way. A pure up-trend has no drawdown and the indicator reports 0.0 (the ratio is undefined; zero by convention).

Cumulative-from-start rather than rolling-windowed: the user resets to re-start the count. Each update is O(1).

Example

use wickra_core::{Indicator, RecoveryFactor};

let mut r = RecoveryFactor::new();
// Equity climbs, drops 20%, recovers and exceeds original peak.
for v in [100.0, 110.0, 105.0, 95.0, 88.0, 100.0, 120.0, 130.0] {
    r.update(v);
}
assert!(r.value().unwrap() > 0.0);

Implementations

impl RecoveryFactor

pub const fn new() -> Self

Construct a new Recovery Factor tracker.

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

Current value if available.

Trait Implementations

impl Clone for RecoveryFactor

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 RecoveryFactor

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

Formats the value using the given formatter.

impl Default for RecoveryFactor

fn default() -> Self

Returns the “default value” for a type.

impl Indicator for RecoveryFactor

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.