pub struct InverseFisherTransform { /* private fields */ }Expand description
Inverse Fisher Transform of a scaled scalar input.
Compresses the input through (e^{2x} - 1) / (e^{2x} + 1) = tanh(x), the
algebraic inverse of the Fisher transform. The output is bounded in
[-1, +1] (saturating to exactly ±1 for |scale * input| >= ~19.06
under IEEE 754 doubles), which makes overbought/oversold thresholds at, say, ±0.5
universal across markets and timeframes — the classic use described by
Ehlers in Cybernetic Analysis for Stocks and Futures (2004).
The constructor takes a scale multiplier so callers can feed raw
oscillator readings (e.g. RSI in [0, 100], mapped to [-5, +5] with
scale = 0.1 after a -50 shift) without writing their own scaler.
Internally the indicator just computes tanh(scale * input).
§Example
use wickra_core::{Indicator, InverseFisherTransform};
let mut ift = InverseFisherTransform::new(1.0).unwrap();
// Large positive input saturates to +1, large negative to -1.
assert!(ift.update(10.0).unwrap() > 0.999);
assert!(ift.update(-10.0).unwrap() < -0.999);Implementations§
Source§impl InverseFisherTransform
impl InverseFisherTransform
Sourcepub fn new(scale: f64) -> Result<InverseFisherTransform, Error>
pub fn new(scale: f64) -> Result<InverseFisherTransform, Error>
Construct with a multiplicative scale applied before the tanh squash.
§Errors
Returns Error::InvalidPeriod if scale is not finite or non-positive.
Trait Implementations§
Source§impl Clone for InverseFisherTransform
impl Clone for InverseFisherTransform
Source§fn clone(&self) -> InverseFisherTransform
fn clone(&self) -> InverseFisherTransform
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read moreSource§impl Debug for InverseFisherTransform
impl Debug for InverseFisherTransform
Source§impl Indicator for InverseFisherTransform
impl Indicator for InverseFisherTransform
Source§fn update(&mut self, input: f64) -> Option<f64>
fn update(&mut self, input: f64) -> Option<f64>
None if the indicator is still warming up.Source§fn reset(&mut self)
fn reset(&mut self)
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
None output can be produced.Auto Trait Implementations§
impl Freeze for InverseFisherTransform
impl RefUnwindSafe for InverseFisherTransform
impl Send for InverseFisherTransform
impl Sync for InverseFisherTransform
impl Unpin for InverseFisherTransform
impl UnsafeUnpin for InverseFisherTransform
impl UnwindSafe for InverseFisherTransform
Blanket Implementations§
Source§impl<T> BatchExt for Twhere
T: Indicator,
impl<T> BatchExt for Twhere
T: Indicator,
Source§fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
None during warmup) per input.Source§impl<T> BatchNanExt for T
impl<T> BatchNanExt for T
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more