Struct OpenRangePosition 

pub struct OpenRangePosition { /* private fields */ }

EMA of (open − low) / (high − low) per bar.

For each bar the raw value is:

raw = (open - low) / (high - low)   when high > low
    = 0                              when high == low (flat bar)

Ranges from 0.0 (opened at low) to 1.0 (opened at high). A persistent high value indicates systematic gap-up opens (bullish gap pressure); a persistent low value indicates gap-down opens (bearish gap pressure).

Returns a value after the first bar (EMA seeds with the first raw value).

Errors

Returns FinError::InvalidPeriod if period == 0.

Example

use fin_primitives::signals::indicators::OpenRangePosition;
use fin_primitives::signals::Signal;

let orp = OpenRangePosition::new("orp", 10).unwrap();
assert_eq!(orp.period(), 10);

Implementations

impl OpenRangePosition

pub fn new(name: impl Into<String>, period: usize) -> Result<Self, FinError>

Constructs a new OpenRangePosition.

Errors

Returns FinError::InvalidPeriod if period == 0.

Trait Implementations

impl Signal for OpenRangePosition

fn name(&self) -> &str

Returns the name of this signal (unique within a pipeline).

fn period(&self) -> usize

Returns the number of bars required before the signal produces a value.

fn is_ready(&self) -> bool

Returns true if the signal has accumulated enough bars to produce a value.

fn update(&mut self, bar: &BarInput) -> Result<SignalValue, FinError>

Updates the signal with a BarInput and returns the current value.

fn reset(&mut self)

Resets the signal to its initial state as if no bars had been seen.

fn update_bar(&mut self, bar: &OhlcvBar) -> Result<SignalValue, FinError>

Convenience wrapper: converts bar to BarInput and calls Self::update.

fn warm_up(&mut self, bars: &[BarInput]) -> Result<SignalValue, FinError>

Feed a slice of historical bars to prime the indicator in one call.