yata/core/indicator/
config.rs

1use super::{IndicatorInstance, IndicatorResult};
2use crate::core::{Error, OHLCV};
3
4/// Each indicator has it's own **Configuration** with parameters
5///
6/// Each that config should implement `IndicatorConfig` trait
7///
8/// See example with [`Example Indicator`](crate::indicators::example)
9// Config cannot be Copy because it might consist ov Vec-s. F.e. if indicator using Conv method with custom weights.
10pub trait IndicatorConfig: Clone {
11	/// Type of **State**
12	type Instance: IndicatorInstance<Config = Self>;
13
14	/// Name of an indicator
15	const NAME: &'static str;
16
17	/// Validates if **Configuration** is OK
18	fn validate(&self) -> bool;
19
20	/// Dynamically sets **Configuration** parameters
21	fn set(&mut self, name: &str, value: String) -> Result<(), Error>;
22
23	/// Returns an [`IndicatorResult`](crate::core::IndicatorResult) size processing by the indicator `(count of raw values, count of signals)`
24	fn size(&self) -> (u8, u8);
25
26	/// Initializes the **State** based on current **Configuration**
27	fn init<T: OHLCV>(self, initial_value: &T) -> Result<Self::Instance, Error>;
28
29	/// Returns a name of the indicator
30	fn name(&self) -> &'static str {
31		Self::NAME
32	}
33
34	/// Creates an `IndicatorInstance` function from this `IndicatorConfig`.
35	fn init_fn<'a, T: OHLCV>(
36		self,
37		initial_value: &'a T,
38	) -> Result<Box<dyn FnMut(&'a T) -> IndicatorResult>, Error>
39	where
40		Self: 'static,
41	{
42		let instance = self.init(initial_value)?;
43
44		Ok(instance.into_fn())
45	}
46
47	/// Evaluates indicator config over sequence of OHLC and returns sequence of `IndicatorResult`s
48	/// ```
49	/// use yata::prelude::*;
50	/// use yata::helpers::{RandomCandles};
51	/// use yata::indicators::Trix;
52	///
53	/// let candles: Vec<_> = RandomCandles::new().take(10).collect();
54	/// let trix = Trix::default();
55	/// let results = trix.over(&candles).unwrap();
56	/// println!("{:?}", results);
57	/// ```
58	fn over<T, S>(self, inputs: S) -> Result<Vec<IndicatorResult>, Error>
59	where
60		T: OHLCV,
61		S: AsRef<[T]>,
62		Self: Sized,
63	{
64		let inputs_ref = inputs.as_ref();
65
66		if inputs_ref.is_empty() {
67			return Ok(Vec::new());
68		}
69
70		let mut state = self.init(&inputs_ref[0])?;
71
72		Ok(IndicatorInstance::over(&mut state, inputs))
73	}
74}
yata/core/indicator/config.rs

yata/core/indicator/
config.rs
