pub struct Stc { /* private fields */ }Expand description
Doug Schaff’s Trend Cycle — a doubly-Stochastic-smoothed MACD that
produces a bounded [0, 100] reading reacting faster than MACD itself.
macd_t = EMA(close, fast)_t − EMA(close, slow)_t
%K_t = 100 · (macd − LL(macd, period)) / (HH(macd, period) − LL(macd, period))
%D_t = %D_{t-1} + factor · (%K_t − %D_{t-1}) // half-EMA when factor = 0.5
%K2_t = 100 · (%D − LL(%D, period)) / (HH(%D, period) − LL(%D, period))
STC_t = STC_{t-1} + factor · (%K2_t − STC_{t-1})Wickra uses factor = 0.5 and Schaff’s recommended defaults
(fast = 23, slow = 50, period = 10). The stochastic stages clamp to 0
when the window range collapses (perfectly flat input), and the smoothing
stages hold their previous value if the upstream stage is not yet ready —
so a flat input series settles deterministically at 0 after warmup.
§Example
use wickra_core::{Indicator, Stc};
let mut stc = Stc::classic();
let mut last = None;
for i in 0..200 {
last = stc.update(100.0 + f64::from(i));
}
assert!(last.is_some());Implementations§
Source§impl Stc
impl Stc
Sourcepub fn new(
fast: usize,
slow: usize,
schaff_period: usize,
factor: f64,
) -> Result<Self>
pub fn new( fast: usize, slow: usize, schaff_period: usize, factor: f64, ) -> Result<Self>
§Errors
Error::PeriodZeroif any period is zero.Error::InvalidPeriodiffast >= sloworfactoris not in(0, 1].
Trait Implementations§
Source§impl Indicator for Stc
impl Indicator for Stc
Source§fn update(&mut self, input: f64) -> Option<f64>
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. Read moreSource§fn reset(&mut self)
fn reset(&mut self)
Reset all internal state, leaving the indicator equivalent to a freshly
constructed instance with the same parameters.
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
Number of inputs required before the first non-
None output can be produced.Source§fn is_ready(&self) -> bool
fn is_ready(&self) -> bool
Whether the indicator has emitted at least one value since the last reset.
Source§fn name(&self) -> &'static str
fn name(&self) -> &'static str
Stable, human-readable indicator name. Used by chaining and diagnostics.
Source§fn batch_nan_into(&mut self, inputs: &[Self::Input], out: &mut [f64])
fn batch_nan_into(&mut self, inputs: &[Self::Input], out: &mut [f64])
Source§fn batch_fast_into(&mut self, inputs: &[Self::Input], out: &mut [f64])
fn batch_fast_into(&mut self, inputs: &[Self::Input], out: &mut [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. Read moreAuto Trait Implementations§
impl Freeze for Stc
impl RefUnwindSafe for Stc
impl Send for Stc
impl Sync for Stc
impl Unpin for Stc
impl UnsafeUnpin for Stc
impl UnwindSafe for Stc
Blanket Implementations§
Source§impl<T> BatchExt for Twhere
T: Indicator,
impl<T> BatchExt for Twhere
T: Indicator,
Source§fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
Run the indicator over a slice of inputs in order, returning one output (or
None during warmup) per input.Source§impl<T> BatchNanExt for T
impl<T> BatchNanExt for T
Source§fn batch_nan(&mut self, inputs: &[f64]) -> Vec<f64>
fn batch_nan(&mut self, inputs: &[f64]) -> Vec<f64>
One
f64 per input, warmup positions filled with NaN, bit-for-bit equal
to replaying update.Source§fn batch_fast(&mut self, inputs: &[f64]) -> Vec<f64>
fn batch_fast(&mut self, inputs: &[f64]) -> Vec<f64>
The opt-in fast batch (
Indicator::batch_fast_into) into a fresh
vector: within the indicator’s documented tolerance of
batch_nan, deterministic across platforms.Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ
fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more