pub struct Trima { /* private fields */ }Expand description
Triangular Moving Average — a simple moving average applied twice, which triangular-weights the window so the middle bars carry the most weight and the edges the least.
For period n the two stacked SMAs use lengths n1 and n2:
an odd n uses n1 = n2 = (n + 1) / 2; an even n uses n1 = n / 2 and
n2 = n / 2 + 1. Either way the first output lands after exactly n
inputs.
§Example
use wickra_core::{Indicator, Trima};
let mut indicator = Trima::new(5).unwrap();
let mut last = None;
for i in 0..80 {
last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Indicator for Trima
impl Indicator for Trima
Source§fn batch_fast_into(&mut self, inputs: &[f64], out: &mut [f64])
fn batch_fast_into(&mut self, inputs: &[f64], out: &mut [f64])
SIMD kernel: the inner and outer SMAs as the rolling-sum prefix-scan
kernel. Agrees with the exact batch to within a few units in the last
place; warmup NaNs and length are identical. TRIMA only remembers its
last inner + outer − 1 inputs, so afterwards its state is rebuilt
exactly by replaying them.
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])
Auto Trait Implementations§
impl Freeze for Trima
impl RefUnwindSafe for Trima
impl Send for Trima
impl Sync for Trima
impl Unpin for Trima
impl UnsafeUnpin for Trima
impl UnwindSafe for Trima
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