Struct Skewness 

pub struct Skewness { /* private fields */ }

Rolling Pearson skewness of the last period values.

mean = (1/n) · Σ x
m2   = (1/n) · Σ (x − mean)²        // population variance
m3   = (1/n) · Σ (x − mean)³        // third central moment
Skew = m3 / m2^(3/2)

Positive skewness means the right tail (large positive deviations from the mean) is heavier than the left; negative skewness flags the opposite. A symmetric distribution has skewness 0. This is the population (Pearson) definition with divisor n; many statistics packages report the bias-corrected sample skewness instead. The window is required to have at least three points so the moments are well-defined. A window with zero dispersion yields 0.

Each update is O(1): three running sums (Σ x, Σ x², Σ x³) are maintained as the window slides; the central moments are then derived from them via the binomial-expansion identities, so no inner loop runs per bar.

Example

use wickra_core::{Indicator, Skewness};

let mut indicator = Skewness::new(20).unwrap();
let mut last = None;
for i in 0..40 {
    last = indicator.update(f64::from(i));
}
assert!(last.is_some());

Implementations

impl Skewness

pub fn new(period: usize) -> Result<Skewness, Error>

Construct a new rolling skewness with the given period.

Errors

Returns Error::InvalidPeriod if period < 3.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for Skewness

fn clone(&self) -> Skewness

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Skewness

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

Formats the value using the given formatter.

impl Indicator for Skewness

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, value: f64) -> Option<f64>

Feed one new data point into the indicator and return the freshly computed output, or None if the indicator is still warming up.

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.