Struct Smma 

pub struct Smma { /* private fields */ }

Smoothed Moving Average — Wilder’s running moving average, also known as RMA.

Seeded with the simple average of the first period inputs, then advanced by SMMA_t = (SMMA_{t-1} * (period - 1) + price_t) / period. This is an exponential average with a slow 1 / period smoothing factor and is the average underlying Wilder’s RSI and ATR. The first output lands after exactly period inputs.

Example

use wickra_core::{Indicator, Smma};

let mut indicator = Smma::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 Smma

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

Construct a new SMMA with the given 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.

Trait Implementations

impl Clone for Smma

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 Smma

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

Formats the value using the given formatter.

impl Indicator for Smma

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

SIMD kernel: the same seed mean, then Wilder’s smoothing y = ((period − 1) / period) · y + x / period as a linear-recurrence scan. Agrees with the exact batch to within a few units in the last place (the division per step becomes two multiplies, and the scan reassociates the recurrence); warmup NaNs and length are identical. Afterwards the SMMA continues streaming from the kernel’s last value.

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.