Struct Wma 

pub struct Wma { /* private fields */ }

Weighted Moving Average with linear weights 1, 2, ..., period.

Output is sum(weight_i * price_i) / sum(weights). Maintained incrementally in O(1) by keeping the rolling sum of values and the rolling weighted sum.

Both running sums are recomputed exactly from the live window every 16 · period steady-state updates, the same bound the SMA puts on drift. Without it the weighted sum — updated as W − S + period · x, a difference of quantities period times larger than the result — lost about 6e-10 of relative accuracy over 500 000 updates of a price series.

Example

use wickra_core::{Indicator, Wma};

let mut indicator = Wma::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 Wma

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

Construct a new WMA with the given window length.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

pub fn value(&self) -> Option<f64>

Current value if available.

Trait Implementations

impl Clone for Wma

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 Wma

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

Formats the value using the given formatter.

impl Indicator for Wma

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

The exact batch with the window sums, cursor and reseed count in locals: update’s operations in update’s order – the same bits, the same reseed cadence – held in registers rather than written back through self for every input, which made the replay three times slower than streaming at long periods. The warmup still goes through update.

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

SIMD kernel: rolling sums and the weighted-numerator recurrence N = N − S + period · x as prefix scans, re-anchored on exact window values every 16 · period inputs, scaled by 1 / Σ weights. Agrees with the exact batch to within a few units in the last place; warmup NaNs and length are identical. Afterwards the window is rebuilt exactly from the last period inputs.

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.