Struct yata::methods::ADI

pub struct ADI<T: OHLCV> { /* fields omitted */ }

Accumulation Distribution Index of specified length for timeseries of OHLCV

CLV ranges from -1 when the close is the low of the day, to +1 when it's the high. For instance if the close is 3/4 the way up the range then CLV is +0.5. The accumulation/distribution index adds up volume multiplied by the CLV factor, i.e.

ADI = ADI_prev + CLV * volume

The name accumulation/distribution comes from the idea that during accumulation buyers are in control and the price will be bid up through the day, or will make a recovery if sold down, in either case more often finishing near the day's high than the low. The opposite applies during distribution.

The accumulation/distribution index is similar to on balance volume, but acc/dist is based on the close within the day's range, instead of the close-to-close up or down that the latter uses.

Can be used by a shortcut ADI

Used in indicators: Chaikin Money Flow, Chaikin Oscillator

Parameters

Has a single parameter length: PeriodType

When length == 0, ADI becomes windowless. That means full ADI value accumulation over time.

When length > 0, ADI will be calculated over the last length values.

Input type

Input type is OHLCV

Output type

Output type is ValueType

Examples

use yata::prelude::*;
use yata::methods::ADI;
use yata::helpers::RandomCandles;

let mut candles = RandomCandles::default();
let mut windowless = ADI::new(0, candles.first());
let mut windowed = ADI::new(3, candles.first()); // <----- Window size 3

let candle = candles.next().unwrap();
assert_ne!(windowless.next(candle), windowed.next(candle));

let candle = candles.next().unwrap();
assert_ne!(windowless.next(candle), windowed.next(candle));

let candle = candles.next().unwrap();
assert!((windowless.next(candle)-windowed.next(candle)).abs() < 1e-10); // Must be equal here

Perfomance

O(1)

See also

ADI

Implementations

impl<T: OHLCV> ADI<T>

pub fn get_value(&self) -> ValueType

Returns last calculated value

Trait Implementations

impl<T: Clone + OHLCV> Clone for ADI<T>

fn clone(&self) -> ADI<T>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<T: Debug + OHLCV> Debug for ADI<T>

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

Formats the value using the given formatter.

impl<'de, T: OHLCV> Deserialize<'de> for ADI<T>

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
    __D: Deserializer<'de>, 

Deserialize this value from the given Serde deserializer.

impl<T: OHLCV> Method for ADI<T>

type Params = PeriodType

Method parameters

type Input = T

Input value type

type Output = ValueType

Output value type

fn new(length: Self::Params, candle: Self::Input) -> Self

Static method for creating an instance of the method with given parameters and initial value (simply first input value)

fn next(&mut self, candle: Self::Input) -> Self::Output

Generates next output value based on the given input value

fn name(&self) -> &str

Returns a name of the method

fn memsize(&self) -> (usize, usize) where
    Self: Sized, 

Returns memory size of the method (size, align)

fn iter_data<I>(&mut self, input: I) -> MethodOverIterator<'_, Self, I> where
    I: Iterator<Item = Self::Input>,
    Self: Sized, 

Creates an iterator which produces values by the Method over given input data iterator

fn over<I>(&mut self, sequence: I) -> Sequence<Self::Output> where
    I: Iterator<Item = Self::Input>,
    Self: Sized, 

Iterates the Method over the given Sequence and returns timeserie of output values

impl<T: OHLCV> Serialize for ADI<T>

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error> where
    __S: Serializer, 

Serialize this value into the given Serde serializer.