pub struct WMA { /* private fields */ }
Expand description
Weighted Moving Average of specified length
for timeseries of type ValueType
.
§Parameters
Has a single parameter length
: PeriodType
length
should be > 0
§Input type
Input type is ValueType
§Output type
Output type is ValueType
§Examples
use yata::prelude::*;
use yata::methods::WMA;
// WMA of length=3
let mut wma = WMA::new(3, &3.0).unwrap();
wma.next(&3.0);
wma.next(&6.0);
assert_eq!(wma.next(&9.0), 7.0);
assert_eq!(wma.next(&12.0), 10.0);
§Performance
O(1)
§See also
Volume Weighted Moving Average for computing weighted moving average with custom weights over every value
Trait Implementations§
source§impl<'de> Deserialize<'de> for WMA
impl<'de> Deserialize<'de> for WMA
source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
Deserialize this value from the given Serde deserializer. Read more
source§impl Method for WMA
impl Method for WMA
source§fn new(length: Self::Params, value: &Self::Input) -> Result<Self, Error>
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)source§fn next(&mut self, value: &Self::Input) -> Self::Output
fn next(&mut self, value: &Self::Input) -> Self::Output
Generates next output value based on the given input
value
source§fn with_history(
parameters: Self::Params,
initial_value: &Self::Input
) -> Result<WithHistory<Self, Self::Output>, Error>
fn with_history( parameters: Self::Params, initial_value: &Self::Input ) -> Result<WithHistory<Self, Self::Output>, Error>
Creates an instance of the method with given
parameters
and initial value
, wrapped by historical data holdersource§fn with_last_value(
parameters: Self::Params,
initial_value: &Self::Input
) -> Result<WithLastValue<Self, Self::Output>, Error>
fn with_last_value( parameters: Self::Params, initial_value: &Self::Input ) -> Result<WithLastValue<Self, Self::Output>, Error>
Creates an instance of the method with given
parameters
and initial value
, wrapped by last produced value holdersource§fn memsize(&self) -> (usize, usize)where
Self: Sized,
fn memsize(&self) -> (usize, usize)where
Self: Sized,
👎Deprecated
Returns memory size of the method
(size, align)
source§fn new_over<S>(
parameters: Self::Params,
inputs: S
) -> Result<Vec<Self::Output>, Error>
fn new_over<S>( parameters: Self::Params, inputs: S ) -> Result<Vec<Self::Output>, Error>
Creates new
Method
instance and iterates it over the given inputs
slice and returns Vec
of output values. Read moresource§fn new_apply<T, S>(
parameters: Self::Params,
sequence: &mut S
) -> Result<(), Error>
fn new_apply<T, S>( parameters: Self::Params, sequence: &mut S ) -> Result<(), Error>
Creates new
Method
instance and applies it to the sequence
.impl MovingAverage for WMA
Auto Trait Implementations§
impl RefUnwindSafe for WMA
impl Send for WMA
impl Sync for WMA
impl Unpin for WMA
impl UnwindSafe for WMA
Blanket Implementations§
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
Mutably borrows from an owned value. Read more