Struct OhlcvBar 

pub struct OhlcvBar {
    pub symbol: String,
    pub timeframe: Timeframe,
    pub bar_start_ms: u64,
    pub open: Decimal,
    pub high: Decimal,
    pub low: Decimal,
    pub close: Decimal,
    pub volume: Decimal,
    pub trade_count: u64,
    pub is_complete: bool,
    pub is_gap_fill: bool,
    pub vwap: Option<Decimal>,
}

A completed or partial OHLCV bar.

Fields

symbol: String

Instrument symbol (e.g. "BTC-USD").

timeframe: Timeframe

Timeframe of this bar.

bar_start_ms: u64

UTC millisecond timestamp of the bar’s open boundary.

open: Decimal

Opening price (first tick’s price in the bar window).

high: Decimal

Highest price seen in the bar window.

low: Decimal

Lowest price seen in the bar window.

close: Decimal

Closing price (most recent tick’s price in the bar window).

volume: Decimal

Total traded volume in this bar.

trade_count: u64

Number of ticks contributing to this bar.

is_complete: bool

true once the bar’s time window has been closed by a tick in a later window.

is_gap_fill: bool

true if this bar was synthesized to fill a gap — no real ticks were received during its window. Gap-fill bars have trade_count == 0 and all OHLC fields set to the last known close price. Callers may use this flag to filter synthetic bars out of indicator calculations or storage.

vwap: Option<Decimal>

Volume-weighted average price for this bar. None for gap-fill bars.

Implementations

impl OhlcvBar

pub fn range(&self) -> Decimal

Price range of the bar: high - low.

pub fn body(&self) -> Decimal

Candle body size: (close - open).abs().

Direction-independent; use close > open to determine bullish/bearish.

pub fn is_bullish(&self) -> bool

Returns true if this is a bullish bar (close > open).

pub fn is_bearish(&self) -> bool

Returns true if this is a bearish bar (close < open).

pub fn has_upper_wick(&self) -> bool

Returns true if the bar has a non-zero upper wick (high > max(open, close)).

pub fn has_lower_wick(&self) -> bool

Returns true if the bar has a non-zero lower wick (min(open, close) > low).

pub fn body_direction(&self) -> BarDirection

Directional classification of the bar body.

Returns BarDirection::Bullish when close > open, BarDirection::Bearish when close < open, and BarDirection::Neutral when they are equal.

pub fn is_doji(&self, epsilon: Decimal) -> bool

Returns true if the bar body is a doji (indecision candle).

A doji has |close - open| <= epsilon. Use a small positive epsilon such as dec!(0.01) to account for rounding in price data.

pub fn wick_upper(&self) -> Decimal

Upper wick (shadow) length: high - max(open, close).

The upper wick is the portion of the candle above the body.

pub fn wick_lower(&self) -> Decimal

Lower wick (shadow) length: min(open, close) - low.

The lower wick is the portion of the candle below the body.

pub fn price_change(&self) -> Decimal

Signed price change: close - open.

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

pub fn typical_price(&self) -> Decimal

Typical price: (high + low + close) / 3.

Commonly used as the basis for VWAP and commodity channel index (CCI) calculations.

pub fn close_location_value(&self) -> Option<f64>

Close Location Value (CLV): where the close sits within the bar’s range.

Formula: (close - low - (high - close)) / range.

Returns None if the range is zero (e.g. a single-price bar). Values are in [-1.0, 1.0]: +1.0 means the close is at the high, -1.0 at the low, and 0.0 means the close is exactly mid-range.

pub fn median_price(&self) -> Decimal

Median price: (high + low) / 2.

The midpoint of the bar’s price range, independent of open and close.

pub fn weighted_close(&self) -> Decimal

Weighted close price: (high + low + close × 2) / 4.

Gives extra weight to the closing price over the high and low extremes. Commonly used as the basis for certain momentum and volatility indicators.

pub fn price_change_pct(&self) -> Option<f64>

Percentage price change: (close − open) / open × 100.

Returns None if open is zero. Positive values indicate a bullish bar; negative values indicate a bearish bar.

pub fn body_ratio(&self) -> Option<f64>

Body ratio: body / range.

The fraction of the total price range that is body (rather than wicks). Ranges from 0.0 (pure wicks / doji) to 1.0 (no wicks at all). Returns None if the bar’s range is zero (all prices identical).

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

True range: max(high − low, |high − prev_close|, |low − prev_close|).

The standard ATR (Average True Range) input. Accounts for overnight gaps by including the distance from the previous close to today’s high and low.

pub fn inside_bar(&self, prev: &OhlcvBar) -> bool

Returns true if this bar is an inside bar relative to prev.

An inside bar has high < prev.high and low > prev.low — its full range is contained within the prior bar’s range. Used in price action trading as a consolidation signal.

pub fn outside_bar(&self, prev: &OhlcvBar) -> bool

Returns true if this bar is an outside bar relative to prev.

An outside bar has high > prev.high and low < prev.low — it fully engulfs the prior bar’s range. Also called a key reversal day.

pub fn wick_ratio(&self) -> Option<f64>

Returns the ratio of total wick length to bar range: (upper_wick + lower_wick) / range.

A value near 1 indicates a bar that is mostly wicks with little body. Returns None when the bar has zero range (high == low).

pub fn is_hammer(&self) -> bool

Returns true if this bar has a classic hammer shape.

A hammer has:

• A small body (≤ 30% of range)
• A long lower wick (≥ 60% of range)
• A tiny upper wick (≤ 10% of range)

Returns false if the bar’s range is zero.

pub fn is_shooting_star(&self) -> bool

Returns true if this bar has a classic shooting-star shape.

A shooting star has:

• A small body (≤ 30% of range)
• A long upper wick (≥ 60% of range)
• A tiny lower wick (≤ 10% of range)

This is the inverse of a hammer — it signals a potential reversal at the top of an uptrend. Returns false if the bar’s range is zero.

pub fn gap_from(&self, prev: &OhlcvBar) -> Decimal

Gap from the previous bar: self.open − prev.close.

Positive values indicate a gap-up; negative values indicate a gap-down. Zero means the bar opened exactly at the previous close (no gap).

pub fn is_gap_up(&self, prev: &OhlcvBar) -> bool

Returns true if this bar opened above the previous bar’s close.

pub fn is_gap_down(&self, prev: &OhlcvBar) -> bool

Returns true if this bar opened below the previous bar’s close.

pub fn bar_midpoint(&self) -> Decimal

Body midpoint: (open + close) / 2.

The arithmetic center of the candle body, regardless of direction. Useful as a proxy for the “fair value” of the period.

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

Body as a fraction of total range: body / range.

Returns None when range is zero (all OHLC prices identical).

pub fn is_long_upper_wick(&self) -> bool

Returns true if the upper wick is longer than the candle body.

Indicates a bearish rejection at the high (supply above current price).

pub fn price_change_abs(&self) -> Decimal

Absolute price change over the bar: |close − open|.

pub fn upper_shadow(&self) -> Decimal

Upper shadow length — alias for wick_upper.

Returns high − max(open, close).

pub fn lower_shadow(&self) -> Decimal

Lower shadow length — alias for wick_lower.

Returns min(open, close) − low.

pub fn is_spinning_top(&self, body_pct: Decimal) -> bool

Returns true if this bar has a spinning-top pattern.

A spinning top has a small body (≤ body_pct of range) with significant wicks on both sides (each wick strictly greater than the body). Signals market indecision — neither buyers nor sellers controlled the period.

body_pct is a fraction in [0.0, 1.0], e.g. dec!(0.3) for 30%. Returns false if the bar’s range is zero.

pub fn hlc3(&self) -> Decimal

HLC3: (high + low + close) / 3 — alias for typical_price.

pub fn ohlc4(&self) -> Decimal

OHLC4: (open + high + low + close) / 4.

Gives equal weight to all four price points. Sometimes used as a smoother proxy than typical price because it incorporates the open.

pub fn is_marubozu(&self) -> bool

Returns true if this bar is a marubozu — no upper or lower wicks.

A marubozu has open == low and close == high (bullish) or open == high and close == low (bearish). It signals strong one-directional momentum with no intrabar rejection. A zero-range bar (all prices equal) is considered a marubozu.

pub fn is_engulfing(&self, prev: &OhlcvBar) -> bool

Returns true if this bar’s body engulfs prev’s body.

Engulfing requires: self.open < prev.open.min(prev.close) and self.close > prev.open.max(prev.close) (or vice versa for bearish). Specifically, self.body_low < prev.body_low and self.body_high > prev.body_high.

Does NOT require opposite directions — use in combination with is_bullish / is_bearish if classic engulfing patterns are needed.

pub fn is_harami(&self, prev: &OhlcvBar) -> bool

Returns true if this bar is a harami: its body is entirely contained within the previous bar’s body.

A harami is the opposite of an engulfing pattern. Neither bar needs to be bullish or bearish — only the body ranges are compared.

pub fn tail_length(&self) -> Decimal

The longer of the upper and lower wicks.

Returns the maximum of wick_upper() and wick_lower(). Useful for identifying long-tailed candles regardless of direction.

pub fn is_inside_bar(&self, prev: &OhlcvBar) -> bool

Returns true if this bar is an inside bar: both high and low are strictly within the previous bar’s range.

Unlike is_harami, which compares body ranges, this method compares the full high-low range including wicks.

pub fn gap_up(&self, prev: &OhlcvBar) -> bool

Returns true if this bar opened above the previous bar’s high (gap up).

pub fn gap_down(&self, prev: &OhlcvBar) -> bool

Returns true if this bar opened below the previous bar’s low (gap down).

pub fn body_size(&self) -> Decimal

Absolute size of the candle body: |close - open|.

pub fn volume_delta(&self, prev: &OhlcvBar) -> Decimal

Volume change vs the previous bar: self.volume - prev.volume.

pub fn is_consolidating(&self, prev: &OhlcvBar) -> bool

Returns true if this bar’s range is less than 50% of the previous bar’s range.

Indicates price consolidation / compression.

pub fn mean_volume(bars: &[OhlcvBar]) -> Option<Decimal>

Mean volume across a slice of bars.

Returns None if the slice is empty.

pub fn vwap_deviation(&self) -> Option<f64>

Absolute deviation of close price from VWAP as a fraction of VWAP: |close - vwap| / vwap.

Returns None if vwap is not set or is zero.

pub fn relative_volume(&self, avg_volume: Decimal) -> Option<f64>

Volume as a ratio of avg_volume.

Returns None if avg_volume is zero.

pub fn intraday_reversal(&self, prev: &OhlcvBar) -> bool

Returns true if this bar opens in the direction of the prior bar’s move but closes against it (an intraday reversal signal).

Specifically: prev was bullish (close > open), this bar opens near/above prev close, and closes below prev open — or vice versa for a bearish reversal.

pub fn range_pct(&self) -> Option<f64>

High-low range as a percentage of the open price: (high - low) / open * 100.

Returns None if open is zero.

pub fn is_outside_bar(&self, prev: &OhlcvBar) -> bool

Returns true if this bar is an outside bar (engulfs prev’s range).

An outside bar has a higher high AND lower low than the previous bar.

pub fn high_low_midpoint(&self) -> Decimal

Midpoint of the high-low range: (high + low) / 2.

pub fn high_close_ratio(&self) -> Option<f64>

Ratio of close to high: close / high as f64.

Returns None if high is zero. A value near 1.0 means the bar closed near its high (bullish strength); near 0.0 means it closed far below.

pub fn lower_shadow_pct(&self) -> Option<f64>

Lower shadow as a fraction of the full bar range: lower_shadow / range.

Returns None if the bar’s range is zero.

pub fn open_close_ratio(&self) -> Option<f64>

Ratio of close to open: close / open as f64.

Returns None if open is zero. Values above 1.0 indicate a bullish bar.

pub fn is_wide_range_bar(&self, threshold: Decimal) -> bool

Returns true if this bar’s range (high - low) exceeds threshold.

pub fn close_to_low_ratio(&self) -> Option<f64>

Position of close within the bar’s high-low range: (close - low) / (high - low).

Returns None if the bar’s range is zero. Result is in [0.0, 1.0]:

• 0.0 → closed at the low (bearish)
• 1.0 → closed at the high (bullish)

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

Average volume per trade: volume / trade_count.

Returns None if trade_count is zero.

pub fn price_range_overlap(&self, other: &OhlcvBar) -> bool

Returns true if this bar’s high-low range overlaps with other’s range.

Two ranges overlap when neither is entirely above or below the other.

pub fn bar_height_pct(&self) -> Option<f64>

Bar height as a fraction of the open price: (high - low) / open.

Returns None if open is zero. Useful for comparing volatility across instruments trading at different price levels.

pub fn bar_type(&self) -> &'static str

Classifies this bar as "bullish", "bearish", or "doji".

A doji is a bar whose body is zero (open equals close). Otherwise the direction is determined by whether close is above or below open.

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

Body as a percentage of the total high-low range.

Returns None when the range is zero (all four prices equal). A 100% body means no wicks (marubozu); near 0% means a doji.

pub fn is_bullish_hammer(&self) -> bool

Returns true if this bar is a bullish hammer: a long lower wick, small body near the top of the range, and little or no upper wick.

Specifically: the lower wick is at least twice the body, and the upper wick is no more than the body.

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

Upper wick as a percentage of the total range (0–100).

Returns None when the range is zero.

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

Lower wick as a percentage of the total range (0–100).

Returns None when the range is zero.

pub fn is_bearish_engulfing(&self, prev: &OhlcvBar) -> bool

Returns true if this bar is a bearish engulfing candle relative to prev.

A bearish engulfing has: current bar bearish, body entirely engulfs prev body.

pub fn is_bullish_engulfing(&self, prev: &OhlcvBar) -> bool

Returns true if this bar is a bullish engulfing candle relative to prev.

A bullish engulfing has: current bar bullish, body entirely engulfs prev body.

pub fn close_gap(&self, prev: &OhlcvBar) -> Decimal

Gap between this bar’s open and the previous bar’s close: self.open - prev.close.

A positive value indicates an upward gap; negative indicates a downward gap.

pub fn close_above_midpoint(&self) -> bool

Returns true if the close price is strictly above the bar’s midpoint (high + low) / 2.

pub fn close_momentum(&self, prev: &OhlcvBar) -> Decimal

Price momentum: self.close - prev.close.

Positive → price increased; negative → decreased.

pub fn bar_range(&self) -> Decimal

Full high-low range of the bar: high - low.

pub fn bar_duration_ms(&self) -> u64

Duration of this bar’s timeframe in milliseconds.

pub fn is_gravestone_doji(&self, epsilon: Decimal) -> bool

Returns true if this bar resembles a gravestone doji.

A gravestone doji has open ≈ close ≈ low (body within epsilon of zero and close within epsilon of the low), with a long upper wick.

pub fn is_dragonfly_doji(&self, epsilon: Decimal) -> bool

Returns true if this bar resembles a dragonfly doji.

A dragonfly doji has open ≈ close ≈ high (body within epsilon of zero and close within epsilon of the high), with a long lower wick.

pub fn is_flat(&self) -> bool

Returns true if this bar is completely flat (open == close == high == low).

pub fn true_range_with_prev(&self, prev_close: Decimal) -> Decimal

True range: max(high - low, |high - prev_close|, |low - prev_close|).

This is the ATR building block. Without a previous close, returns high - low.

pub fn close_to_high_ratio(&self) -> Option<f64>

Returns the ratio of close to high, or None if high is zero.

pub fn close_open_ratio(&self) -> Option<f64>

Returns the ratio of close to open, or None if open is zero.

pub fn price_at_pct(&self, pct: f64) -> Decimal

Interpolates a price within the bar’s high-low range.

pct = 0.0 returns low; pct = 1.0 returns high. Values outside [0.0, 1.0] are clamped to that interval.

Trait Implementations

impl Clone for OhlcvBar

fn clone(&self) -> OhlcvBar

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OhlcvBar

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OhlcvBar

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for OhlcvBar

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

Formats the value using the given formatter.

impl Serialize for OhlcvBar

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

where __S: Serializer,

Serialize this value into the given Serde serializer.