Struct SterlingRatio 

pub struct SterlingRatio { /* private fields */ }

Sterling Ratio over a trailing window of period returns.

equity_t  = Π_{i<=t} (1 + return_i)          (compounded curve)
peak_t    = max_{s<=t} equity_s
dd_t      = (peak_t − equity_t) / peak_t      (fractional drawdown, >= 0)
Sterling  = mean(returns) / mean(dd_t)

The Sterling Ratio rewards return per unit of typical pain: it divides the average per-period return by the average drawdown experienced along the compounded equity curve. Of the three drawdown-based ratios Wickra ships it is the gentlest on outliers — averaging the drawdowns means one deep crater does not dominate the way it does in the BurkeRatio (which sums squared drawdowns) or the MartinRatio (which uses the root-mean-square percentage drawdown). A window that never draws down has zero average drawdown and the indicator reports 0.0.

The first value lands after period returns; each update rebuilds the equity curve over the window (O(period)), which is O(1) in the length of the overall series.

Example

use wickra_core::{Indicator, SterlingRatio};

let mut indicator = SterlingRatio::new(12).unwrap();
let mut last = None;
for i in 0..24 {
    last = indicator.update((f64::from(i) * 0.5).sin() * 0.05);
}
assert!(last.is_some());

Implementations

impl SterlingRatio

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

Construct a Sterling Ratio over period returns.

Errors

Returns Error::InvalidPeriod if period < 2.

pub const fn period(&self) -> usize

Configured window of returns.

Trait Implementations

impl Clone for SterlingRatio

fn clone(&self) -> SterlingRatio

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SterlingRatio

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

Formats the value using the given formatter.

impl Indicator for SterlingRatio

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, ret: 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.