Summary
Delay is RTTA's streaming implementation of: Lagged value from a fixed number of samples ago.
Update API
result = rtta.Delay().update(value)
The update(...) call consumes one observation using value. advance(...)
uses the same inputs when the caller wants to update state without materializing
a Python return value.
Theory Of Operation
Delay implements the streaming form of Lagged value from a fixed number of samples ago. Each update(...) call consumes exactly one new observation tuple and advances the internal state before returning the current value or result struct.
Recurrence
Let \(z_t = value_t\) denote the observation consumed by one
update(...) call and let \(\theta\) denote constructor parameters such as
window lengths, thresholds, and smoothing constants.
The C++ implementation stores the last \(n\) observations in a ring buffer and returns the overwritten value on each update.
The return value is the current scalar indicator value.
Implementation Notes
The recurrence is implemented in src/rtta/indicator.cpp in class Delay.