Struct ShannonEntropy 

pub struct ShannonEntropy { /* private fields */ }

Shannon Entropy — the Shannon information entropy (in bits) of the distribution of values in a rolling window, after binning them into a fixed number of equal-width buckets.

bucket each of the last `period` values into `bins` equal-width bins over
  [min, max] of the window
p_i = count_i / period
H   = − Σ p_i · log2(p_i)            (over non-empty bins)

Entropy measures how spread out and unpredictable the recent values are. A window concentrated in one bin (a flat or tightly-ranging market) has low entropy near 0; a window whose values are spread evenly across all bins (a noisy, directionless market) approaches the maximum log2(bins). Traders use it as a regime filter: low entropy favours trend/breakout strategies, high entropy favours mean-reversion or standing aside.

The output lies in [0, log2(bins)]. A degenerate window where every value is identical (max == min) returns 0. The first value lands after period inputs; each update rebins the window in O(period).

Example

use wickra_core::{Indicator, ShannonEntropy};

let mut indicator = ShannonEntropy::new(32, 8).unwrap();
let mut last = None;
for i in 0..64 {
    last = indicator.update((f64::from(i) * 0.7).sin() * 10.0);
}
assert!(last.is_some());

Implementations

impl ShannonEntropy

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

Construct a Shannon entropy over period values binned into bins buckets.

Errors

Returns Error::PeriodZero if either argument is 0, or Error::InvalidPeriod if bins < 2 (entropy needs at least two bins).

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

Configured (period, bins).

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

Current value if available.

Trait Implementations

impl Clone for ShannonEntropy

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 ShannonEntropy

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

Formats the value using the given formatter.

impl Indicator for ShannonEntropy

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.