wickra/docs/wiki/Warmup-Periods.md

Warmup Periods

Every Wickra indicator returns None (Rust), None (Python), or null (Node) for its first few inputs while it gathers enough data to produce a defined value. The number of inputs an indicator needs before it emits its first non-empty value is its warmup period, surfaced everywhere as warmup_period() / warmupPeriod().

After the first emission, the indicator never goes back to a "no value yet" state — it has rolled its state forward and will produce a steady value on every subsequent update(). Calling reset() returns to the warming-up state, equivalent to a freshly constructed instance.

How to read the formula column

The formulas below are taken verbatim from the warmup_period() methods in crates/wickra-core/src/indicators/<name>.rs. The "Inputs at first emission" column says, in 1-indexed terms, which update() call returns the first Some/non-NaN value. They are the same number; "first emission index" in 0-indexed terms is warmup_period − 1.

Single-output indicators

Indicator	Constructor	Formula	warmup_period() for shown args	Inputs at first emission
Sma	Sma::new(14)	period	14	14th
Ema	Ema::new(14)	period	14	14th
Wma	Wma::new(14)	period	14	14th
Dema	Dema::new(14)	2 * period - 1	27	27th
Tema	Tema::new(14)	3 * period - 2	40	40th
Hma	Hma::new(14)	period + round(sqrt(period)).max(1) - 1	17	17th
Kama	Kama::new(10, 2, 30)	er_period + 1	11	11th
Rsi	Rsi::new(14)	period + 1	15	15th
Cci	Cci::new(20)	period	20	20th
Roc	Roc::new(12)	period + 1	13	13th
WilliamsR	WilliamsR::new(14)	period	14	14th
Mfi	Mfi::new(14)	period	14	14th
Trix	Trix::new(15)	3 * period - 1	44	44th
AwesomeOscillator	AwesomeOscillator::new(5, 34)	slow_period	34	34th
Atr	Atr::new(14)	period	14	14th
Psar	Psar::new(0.02, 0.20)	constant 2	2	2nd
Obv	Obv::new()	constant 1	1	1st
Vwap	Vwap::new()	constant 1	1	1st
RollingVwap	RollingVwap::new(20)	period	20	20th

Multi-output indicators

These indicators emit several values at once (a struct in Rust, a tuple in Python, an object in Node) and every column / field transitions from "not ready" to "ready" together — there are no rows that have a signal but no macd, for example.

Indicator	Constructor	Formula	warmup_period() for shown args	Inputs at first emission	Outputs
MacdIndicator	MacdIndicator::new(12, 26, 9)	slow + signal - 1	34	34th	macd, signal, histogram
BollingerBands	BollingerBands::new(20, 2.0)	period	20	20th	upper, middle, lower, stddev
Stochastic	Stochastic::new(14, 3)	k_period + d_period - 1	16	16th	k, d
Adx	Adx::new(14)	2 * period	28	28th	plus_di, minus_di, adx
Aroon	Aroon::new(14)	period + 1	15	15th	up, down
Keltner	Keltner::new(20, 10, 2.0)	ema_period.max(atr_period)	20	20th	upper, middle, lower
Donchian	Donchian::new(20)	period	20	20th	upper, middle, lower

"Off-by-one" cases worth memorising

A few indicators look like they should warm up at period but in fact need period + 1 inputs. The reason is always the same — they consume diffs or previous-close differences, not the prices themselves, and the very first input has nothing to diff against.

• Rsi::new(period) warmup is period + 1. RSI is based on Wilder's smoothing over per-tick gains and losses. With 14 prices you only have 13 diffs; you need 15 prices to compute 14 diffs and seed avg_gain / avg_loss. The Rust unit test that pins this is warmup_period_is_period_plus_one:

  let rsi = Rsi::new(14).unwrap();
  assert_eq!(rsi.warmup_period(), 15);
  

• Roc::new(period) warmup is period + 1. ROC compares the current price to the price period bars ago; that comparison only makes sense starting at input period + 1.
• Aroon::new(period) warmup is period + 1. Aroon scans a period + 1-bar window to find the bars-since-high and bars-since-low.
• Kama::new(er_period, ...) warmup is er_period + 1. Kaufman's efficiency ratio needs er_period differences, which costs one extra bar.

Cross-checking from your own code

The cleanest way to verify any of these from your application code is the indicator's own warmup_period():

use wickra::{Indicator, MacdIndicator};
let macd = MacdIndicator::classic();   // (12, 26, 9)
assert_eq!(macd.warmup_period(), 34);

import wickra as ta
assert ta.MACD(12, 26, 9).warmup_period() == 34

const wickra = require('wickra');
const sma = new wickra.SMA(20);
console.log(sma.warmupPeriod());   // -> 20

(Note: as of wickra@0.1.4, warmupPeriod() is exposed on the Node single-output classes but not on every multi-output class — consult bindings/node/index.d.ts for the authoritative surface.)

See also

• Streaming vs Batch — the is_ready() gate, and why a len(prices) > warmup_period check is the wrong abstraction.
• Indicator Chaining — how warmups stack inside a Chain.
• Source: https://github.com/kingchenc/wickra