Struct BandpassFilter 

pub struct BandpassFilter { /* private fields */ }

Ehlers’ Bandpass Filter — a two-pole resonator that passes the cyclic content around a target period and rejects both the trend (low frequencies) and the noise (high frequencies).

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

beta  = cos(2π / period)
gamma = 1 / cos(4π · bandwidth / period)
alpha = gamma − sqrt(gamma² − 1)
BP_t  = 0.5·(1 − alpha)·(price_t − price_{t−2})
        + beta·(1 + alpha)·BP_{t−1} − alpha·BP_{t−2}

bandwidth (a fraction, typically 0.3) sets how wide a band of periods is admitted: narrow bandwidth gives a sharp, ringing resonator tuned tightly to period; wide bandwidth lets more of the spectrum through. The output is a zero-mean oscillator — it swings symmetrically around 0, peaking when the dominant cycle aligns with period. It is the building block for cycle-phase and cycle-amplitude work.

The recursion needs two prior prices and two prior outputs; until then it emits 0 (Ehlers’ initial condition), so warmup_period is 1 and a value is produced every bar. Each update is O(1).

Example

use wickra_core::{Indicator, BandpassFilter};

let mut indicator = BandpassFilter::new(20, 0.3).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 BandpassFilter

pub fn new(period: usize, bandwidth: f64) -> Result<BandpassFilter, Error>

Construct a bandpass filter tuned to period with the given bandwidth fraction.

Errors

Returns Error::PeriodZero if period == 0 and Error::InvalidParameter if bandwidth is not finite or outside (0, 1).

pub const fn params(&self) -> (usize, f64)

Configured (period, bandwidth).

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

Current value if available.

Trait Implementations

impl Clone for BandpassFilter

fn clone(&self) -> BandpassFilter

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BandpassFilter

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

Formats the value using the given formatter.

impl Indicator for BandpassFilter

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 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.