Struct TrendStrengthIndex 

pub struct TrendStrengthIndex { /* private fields */ }

Trend Strength Index: fits an ordinary-least-squares line to the last period prices against their bar index and reports the coefficient of determination r^2, signed by the slope of the fit.

regress y = close on x = 0..period-1
r^2  = (n·Σxy − Σx·Σy)^2 / [ (n·Σx² − (Σx)²)(n·Σy² − (Σy)²) ]
TSI  = sign(slope) · r^2          (slope sign = sign of n·Σxy − Σx·Σy)

r^2 in [0, 1] measures how well a straight line explains the price over the window — how trendy the segment is, regardless of direction. Carrying the slope sign turns it into a directional reading in [-1, 1]: values near +1 are a strong, clean uptrend; near -1 a strong downtrend; near 0 a flat or noisy market with no linear structure. A window of constant prices (zero variance in y) has no defined trend and returns 0.

Example

use wickra_core::{Indicator, TrendStrengthIndex};

let mut indicator = TrendStrengthIndex::new(20).unwrap();
let mut last = None;
for i in 0..40 {
    last = indicator.update(100.0 + f64::from(i));
}
// A clean ramp is a perfect uptrend -> r^2 = 1.
assert!((last.unwrap() - 1.0).abs() < 1e-9);

Implementations

impl TrendStrengthIndex

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

Construct a Trend Strength Index over the given window.

Errors

Returns Error::PeriodZero if period == 0, or Error::InvalidPeriod if period == 1 (a regression needs at least two points).

pub const fn period(&self) -> usize

Configured window length.

Trait Implementations

impl Clone for TrendStrengthIndex

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 TrendStrengthIndex

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

Formats the value using the given formatter.

impl Indicator for TrendStrengthIndex

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, price: 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.