Struct Rsi 

pub struct Rsi { /* private fields */ }

Relative Strength Index (Wilder, 1978).

Uses Wilder’s smoothing (an EMA with alpha = 1 / period). The first output is produced after period + 1 inputs: the seed averages the first period gains and losses, and the first emitted RSI corresponds to the input at index period.

Example

use wickra_core::{Indicator, Rsi};

let mut indicator = Rsi::new(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 Rsi

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

Construct an RSI with the given Wilder period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

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

Current value if available.

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

Vectorized batch returning one f64 per input (NaN during warmup).

Kept as an inherent method so existing callers need no trait import; it allocates the result and fills it through batch_nan_into, which carries the fast path.

Trait Implementations

impl Clone for Rsi

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 Rsi

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

Formats the value using the given formatter.

impl Indicator for Rsi

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

RSI is a recursive (IIR) filter — Wilder smoothing — so its exact form cannot run in SIMD lanes; the win is in stripping per-tick overhead. For a fresh indicator over an all-finite slice long enough to seed (n > period) it runs the seed once and then the bare smoothing recurrence in a tight loop with no per-tick is_finite/has_prev/ avgs_seeded branch and no Option, using the identical division at the seed and mul_add/rsi_from_avgs afterwards — so every value is bit-for-bit equal to replaying update. Shorter or non-fresh/non-finite inputs defer to the exact update replay.

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

SIMD kernel: the exact seed, then blocks of gains and losses whose two Wilder averages run as linear-recurrence scans, combined as 100 · ag / (ag + al). Agrees with the exact batch to within a few units in the last place; the seed value, warmup NaNs and length are identical. Afterwards the RSI continues streaming from the kernel’s last averages.

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.