Struct UniversalOscillator 

pub struct UniversalOscillator { /* private fields */ }

Ehlers’ Universal Oscillator — a cycle oscillator that whitens the price series, SuperSmooths it, then normalises with an automatic gain control (AGC) to swing in [−1, +1].

From John Ehlers’ Cycle Analytics for Traders (2013):

WhiteNoise = (price_t − price_{t−2}) / 2          (flat-spectrum prewhitening)
Filt       = SuperSmoother(WhiteNoise, period)
Peak       = max(|Filt|, 0.991 · Peak_{t−1})      (decaying peak / AGC)
Universal  = Filt / Peak                          (0 if Peak == 0)

“Whitening” the input (a two-bar difference) flattens its power spectrum so the SuperSmoother responds equally to all cycles rather than being dominated by the trend. The automatic gain control divides by a slowly-decaying running peak, so the output is amplitude-normalised to [−1, +1] and behaves consistently across instruments and volatility regimes — hence “universal”. Read it like any bounded oscillator: turns near the rails flag cycle extremes, zero-crossings flag cycle direction changes.

The first value lands once a two-bar difference exists (warmup_period == 3). Each update is O(1).

Example

use wickra_core::{Indicator, UniversalOscillator};

let mut indicator = UniversalOscillator::new(20).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + (f64::from(i) * 0.3).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl UniversalOscillator

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

Construct a Universal Oscillator with the given SuperSmoother 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 UniversalOscillator

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 UniversalOscillator

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

Formats the value using the given formatter.

impl Indicator for UniversalOscillator

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.