Summary
HeikinAshiTransform is RTTA's streaming implementation of: Incremental Heikin-Ashi OHLC transform for smoothing candles.
Update API
result = rtta.HeikinAshiTransform().update(open, high, low, close)
The update(...) call consumes one observation using open, high, low, close. advance(...)
uses the same inputs when the caller wants to update state without materializing
a Python return value.
Theory Of Operation
HeikinAshiTransform implements the streaming form of Incremental Heikin-Ashi OHLC transform for smoothing candles. Each update(...) call consumes exactly one new observation tuple and advances the internal state before returning the current value or result struct.
Recurrence
Let \(z_t = (open_t, high_t, low_t, close_t)\) denote the observation consumed by one
update(...) call and let \(\theta\) denote constructor parameters such as
window lengths, thresholds, and smoothing constants.
update(...) returns a result struct with fields open, high, low, close.
Implementation Notes
The recurrence is implemented in src/rtta/indicator.cpp in class HeikinAshiTransform.