Struct Decycler 

pub struct Decycler { /* private fields */ }

Ehlers’ Decycler: price minus the dominant cycle component.

Implemented as decycler = input - HP(input), where HP is a 2-pole high-pass filter with critical period period. Subtracting the high-pass from the raw price leaves the slow component — equivalent to a smoothed trend line with no group delay at low frequencies. From Cycle Analytics for Traders (Ehlers 2013, ch. 4).

The high-pass uses the standard 2-pole formulation:

alpha = (cos(.707*2*pi/period) + sin(.707*2*pi/period) - 1) / cos(.707*2*pi/period)
HP[t] = (1 - alpha/2)^2 * (x[t] - 2*x[t-1] + x[t-2])
      + 2*(1 - alpha) * HP[t-1]
      - (1 - alpha)^2 * HP[t-2]

The first two outputs simply equal the input (warmup buffering), which is the conventional Ehlers initialisation and keeps downstream consumers reactive while the recursion fills.

Example

use wickra_core::{Indicator, Decycler};

let mut dc = Decycler::new(20).unwrap();
let mut last = None;
for i in 0..50 {
    last = dc.update(100.0 + f64::from(i) * 0.5);
}
assert!(last.is_some());

Implementations

impl Decycler

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

Construct a Decycler with the given critical period for the high-pass filter.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

pub const fn alpha(&self) -> f64

High-pass alpha coefficient derived from the period.

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

Current decycler value if available.

Trait Implementations

impl Clone for Decycler

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 Decycler

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

Formats the value using the given formatter.

impl Indicator for Decycler

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.

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.