Struct LogReturn 

pub struct LogReturn { /* private fields */ }

Logarithmic return over a period-bar lag: ln(price_t / price_{t−period}).

The natural-log analogue of Roc (which reports the simple percentage change). Log returns are the canonical input for volatility and statistical models because they are additive across time — the log return over k bars equals the sum of the k one-bar log returns — and symmetric around zero (a +x move and the reverse −x move cancel exactly).

r_t = ln(price_t / price_{t−period})

Non-finite and non-positive prices are ignored: the input is dropped, state is left untouched, and the last computed value is returned instead. The log of a non-positive price is undefined, so such ticks must not enter the window — mirroring HistoricalVolatility.

Example

use wickra_core::{Indicator, LogReturn};

let mut indicator = LogReturn::new(1).unwrap();
indicator.update(100.0);
// ln(110 / 100) ≈ 0.09531
let r = indicator.update(110.0).unwrap();
assert!((r - (110.0_f64 / 100.0).ln()).abs() < 1e-12);

Implementations

impl LogReturn

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

Construct a new log-return indicator with the given lag.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured lag.

Trait Implementations

impl Clone for LogReturn

fn clone(&self) -> LogReturn

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LogReturn

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

Formats the value using the given formatter.

impl Indicator for LogReturn

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 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.