Struct Ema 

pub struct Ema { /* private fields */ }

Exponential Moving Average over a stream of prices.

The first period samples accumulate like an SMA to produce the seed value. From sample period + 1 onward the standard EMA recurrence is used: ema = price * k + prev_ema * (1 - k) where k = 2 / (period + 1).

Example

use sdk::indicators::Ema;

let mut ema = Ema::new(3).unwrap();
ema.push("100.0".parse().unwrap());
ema.push("200.0".parse().unwrap());
assert!(!ema.is_ready());

ema.push("300.0".parse().unwrap());
assert!(ema.is_ready());
// Seed value equals the SMA of the first 3 samples.
assert_eq!(ema.value().unwrap(), "200.0".parse().unwrap());

Implementations

impl Ema

pub fn new(period: usize) -> Result<Self, InvalidPeriod>

Create a new EMA with the given window size.

Returns Err(InvalidPeriod) if period is zero.

pub fn push(&mut self, price: Price)

Push a new price sample.

Uses checked arithmetic during warmup so that extreme Decimal values do not panic — the sample is silently dropped on overflow.

pub fn is_ready(&self) -> bool

Returns true once at least period samples have been pushed.

pub fn value(&self) -> Option<Price>

Returns the current EMA value, or None if not yet ready.

pub fn count(&self) -> usize

Number of samples received so far.

pub fn period(&self) -> usize

The configured period.

Trait Implementations

impl Clone for Ema

fn clone(&self) -> Ema

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Ema

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

Formats the value using the given formatter.