Struct Vortex 

pub struct Vortex { /* private fields */ }

Vortex Indicator — computes VI+ (upward movement) as the primary scalar output.

VM+[i] = |high[i] - low[i-1]|
VM-[i] = |low[i]  - high[i-1]|
TR[i]  = max(high[i], prev_close) - min(low[i], prev_close)

VI+    = sum(VM+, n) / sum(TR, n)
VI-    = sum(VM-, n) / sum(TR, n)

Signal::update() returns VI+ as the primary scalar. Access VI- via Vortex::vi_minus.

Returns SignalValue::Unavailable until period bars have been seen.

Example

use fin_primitives::signals::indicators::Vortex;
use fin_primitives::signals::Signal;

let vortex = Vortex::new("vx", 14).unwrap();
assert_eq!(vortex.period(), 14);

Implementations

impl Vortex

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

Constructs a new Vortex with the given period.

Errors

Returns FinError::InvalidPeriod if period == 0.

pub fn vi_minus(&self) -> Option<Decimal>

Returns the latest VI- value, or None if not yet ready.

Trait Implementations

impl Signal for Vortex

fn name(&self) -> &str

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

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

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

fn is_ready(&self) -> bool

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

fn period(&self) -> usize

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