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BarInput

Struct BarInput 

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pub struct BarInput {
    pub close: Decimal,
    pub high: Decimal,
    pub low: Decimal,
    pub open: Decimal,
    pub volume: Decimal,
}
Expand description

Thin input type for signal computation, decoupled from OhlcvBar.

Carrying all four price fields and volume allows future indicators (e.g. MACD on high-low, OBV on volume) without forcing a dependency on OhlcvBar.

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§close: Decimal

Closing price (used by most indicators).

§high: Decimal

High price of the bar.

§low: Decimal

Low price of the bar.

§open: Decimal

Opening price of the bar.

§volume: Decimal

Total traded volume during the bar.

Implementations§

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impl BarInput

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pub fn new( close: Decimal, high: Decimal, low: Decimal, open: Decimal, volume: Decimal, ) -> Self

Constructs a BarInput with all fields explicitly specified.

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pub fn from_close(close: Decimal) -> Self

Constructs a BarInput from a single close price, setting all OHLC fields to close and volume to zero. Useful in tests and for close-only indicators (SMA/EMA/RSI).

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pub fn typical_price(&self) -> Decimal

Returns the typical price of this bar: (high + low + close) / 3.

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pub fn weighted_close(&self) -> Decimal

Returns the weighted close price: (high + low + close + close) / 4.

Weights the close twice, giving it extra significance compared to the typical price. Used by some indicators (e.g. CCI variants) and charting systems as a price reference.

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pub fn range(&self) -> Decimal

Returns the price range: high - low.

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pub fn midpoint(&self) -> Decimal

Returns the midpoint of the bar: (high + low) / 2.

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pub fn close_location_value(&self) -> Decimal

Close Location Value: ((close - low) - (high - close)) / (high - low).

Ranges from -1.0 (close at low) to +1.0 (close at high). Returns zero when the range is zero (doji / flat bar).

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pub fn net_move(&self) -> Decimal

Returns the signed intrabar move: close - open.

Positive for bullish bars, negative for bearish, zero for doji. Unlike body_size, this preserves direction.

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pub fn body_size(&self) -> Decimal

Returns the absolute body size: |close - open|.

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pub fn body_high(&self) -> Decimal

Returns the higher of open and close: max(open, close).

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pub fn body_low(&self) -> Decimal

Returns the lower of open and close: min(open, close).

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pub fn upper_wick(&self) -> Decimal

Returns the upper wick length: high - max(open, close).

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pub fn lower_wick(&self) -> Decimal

Returns the lower wick length: min(open, close) - low.

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pub fn is_bullish(&self) -> bool

Returns true if the bar closed higher than it opened (bullish candle).

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pub fn is_bearish(&self) -> bool

Returns true if the bar closed lower than it opened (bearish candle).

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pub fn price_change(&self, prev_close: Option<Decimal>) -> Decimal

Returns the close-to-close price change: close - prev_close.

When prev_close is None (first bar), returns Decimal::ZERO.

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pub fn log_return(&self, prev_close: Option<Decimal>) -> Option<Decimal>

Returns the log return: ln(close / prev_close) via f64.

Returns None when prev_close is None, zero, or negative, or when the f64 conversion fails.

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pub fn true_range(&self, prev_close: Option<Decimal>) -> Decimal

Returns the True Range of this bar given the previous bar’s close.

TR = max(high - low, |high - prev_close|, |low - prev_close|)

When there is no previous close (first bar), high - low is used as the true range.

Trait Implementations§

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impl Clone for BarInput

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fn clone(&self) -> BarInput

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for BarInput

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

Formats the value using the given formatter. Read more
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impl From<&OhlcvBar> for BarInput

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fn from(bar: &OhlcvBar) -> Self

Converts to this type from the input type.
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impl Copy for BarInput

Auto Trait Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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type Owned = T

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type Error = Infallible

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Performs the conversion.
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