Struct Smi 

pub struct Smi { /* private fields */ }

William Blau’s Stochastic Momentum Index — a doubly-smoothed, ±100-bounded oscillator built from the close’s distance to the centre of the recent high-low range.

Over the lookback period, let HH = max(high), LL = min(low), C = (HH + LL) / 2 and R = HH - LL. The raw displacement is d_t = close_t - C_t. Both d and R are smoothed twice with EMAs, then combined into the bounded reading:

D_smoothed  = EMA(EMA(d, d_period), d2_period)
HL_smoothed = EMA(EMA(R, d_period), d2_period)
SMI         = 100 · D_smoothed / (HL_smoothed / 2)

Blau’s recommended defaults are (period = 5, d = 3, d2 = 3). Wickra publishes the SMI value only; the optional signal EMA(SMI, k) is left to the consumer via Chain / their own Ema.

Example

use wickra_core::{Candle, Indicator, Smi};

let mut smi = Smi::new(5, 3, 3).unwrap();
let mut last = None;
for i in 0..40 {
    let p = 100.0 + f64::from(i);
    let candle = Candle::new(p, p + 1.0, p - 1.0, p, 1.0, i64::from(i)).unwrap();
    last = smi.update(candle);
}
assert!(last.is_some());

Implementations

impl Smi

pub fn new(period: usize, d_period: usize, d2_period: usize) -> Result<Self>

Errors

Returns Error::PeriodZero if any period is zero.

pub fn classic() -> Self

Blau’s recommended defaults (period = 5, d = 3, d2 = 3).

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

Configured (period, d_period, d2_period).

Trait Implementations

impl Clone for Smi

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 Smi

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

Formats the value using the given formatter.

impl Indicator for Smi

type Input = Candle

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, candle: Candle) -> 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.