Struct HMA

pub struct HMA { /* private fields */ }

Hull Moving Average for last length values for timeseries of type ValueType

HMA = WMA from (2*WMA over length/2 − WMA over length) over sqrt(length))

Parameters

Has a single parameter length: PeriodType

length should be > 1

Input type

Input type is ValueType

Output type

Output type is ValueType

Examples

use yata::prelude::*;
use yata::methods::HMA;
use yata::helpers::RandomCandles;

let mut candles = RandomCandles::default();

let mut hma = HMA::new(5, &candles.first().close).unwrap();

candles.take(5).enumerate().for_each(|(index, candle)| {
    println!("HMA at #{} is {}", index, hma.next(&candle.close));
});

Performance

O(1)

See also

Weighted Moving Average

Trait Implementations

impl Clone for HMA

fn clone(&self) -> HMA

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for HMA

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for HMA

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Method for HMA

type Params = u8

Method parameters

type Input = f64

Input value type

type Output = <HMA as Method>::Input

Output value type

fn new(length: Self::Params, value: &Self::Input) -> Result<Self, Error>

Static method for creating an instance of the method with given parameters and initial value (simply first input value)

fn next(&mut self, value: &Self::Input) -> Self::Output

Generates next output value based on the given input value

fn with_history( parameters: Self::Params, initial_value: &Self::Input, ) -> Result<WithHistory<Self, Self::Output>, Error>

where Self: Sized, Self::Output: Debug + Clone,

Creates an instance of the method with given parameters and initial value, wrapped by historical data holder

fn with_last_value( parameters: Self::Params, initial_value: &Self::Input, ) -> Result<WithLastValue<Self, Self::Output>, Error>

where Self: Sized, Self::Output: Debug + Clone,

Creates an instance of the method with given parameters and initial value, wrapped by last produced value holder

fn name(&self) -> &str

Returns a name of the method

fn memsize(&self) -> (usize, usize)

where Self: Sized,

👎Deprecated

Returns memory size of the method (size, align)

fn over<S>(&mut self, inputs: S) -> Vec<Self::Output>

where S: Sequence<Self::Input>, Self::Input: Sized, Self: Sized,

Iterates the Method over the given inputs slice and returns Vec of output values.

fn apply<T, S>(&mut self, sequence: &mut S)

where S: Sequence<T> + AsMut<[T]> + ?Sized, Self: Method<Input = T, Output = T> + Sized,

Applies method to the sequence in-place.

fn new_over<S>( parameters: Self::Params, inputs: S, ) -> Result<Vec<Self::Output>, Error>

where S: Sequence<Self::Input>, Self::Input: Sized, Self: Sized,

Creates new Method instance and iterates it over the given inputs slice and returns Vec of output values.

fn new_apply<T, S>( parameters: Self::Params, sequence: &mut S, ) -> Result<(), Error>

where S: Sequence<T> + AsMut<[T]>, Self: Method<Input = T, Output = T> + Sized,

Creates new Method instance and applies it to the sequence.

fn into_fn<'a>( self, ) -> Box<dyn FnMut(&'a <Self as Method>::Input) -> <Self as Method>::Output>

where Self: Sized + 'static, Self::Input: 'static,

Creates a function from the Method instance

fn new_fn( params: Self::Params, initial_value: &Self::Input, ) -> Result<Box<dyn FnMut(&'_ <Self as Method>::Input) -> <Self as Method>::Output>, Error>

where Self: Sized + 'static,

Creates new function based on the method

impl Peekable<<HMA as Method>::Output> for HMA

fn peek(&self) -> <Self as Method>::Output

Peeks the very last value, produced by method or indicator

impl Serialize for HMA

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl MovingAverage for HMA