Struct CCI

pub struct CCI { /* private fields */ }

Commodity Channel Index (CCI) Indicator

CCI measures how far the current price deviates from its statistical average. It’s used to identify cyclical trends and overbought/oversold conditions.

Formula:

1. Typical Price = (High + Low + Close) / 3
2. SMA of Typical Price = Sum(TP) / Period
3. Mean Deviation = Sum(|TP - SMA|) / Period
4. CCI = (TP - SMA) / (0.015 × Mean Deviation)

The constant 0.015 ensures about 70-80% of CCI values fall between -100 and +100.

Interpretation:

• Above +100: Overbought, potential sell signal
• Below -100: Oversold, potential buy signal
• Above +200: Extremely overbought
• Below -200: Extremely oversold

Implementations

impl CCI

pub fn new() -> Self

Create a new CCI calculator with default configuration (period=20)

pub fn with_period(period: usize) -> Result<Self, CCIError>

Create a new CCI calculator with custom period

pub fn with_thresholds( period: usize, overbought: f64, oversold: f64, extreme_overbought: f64, extreme_oversold: f64, ) -> Result<Self, CCIError>

Create a new CCI calculator with custom period and thresholds

pub fn with_config(config: CCIConfig) -> Self

Create a new CCI calculator with custom configuration

pub fn calculate(&mut self, input: CCIInput) -> Result<CCIOutput, CCIError>

Calculate CCI for the given input

pub fn calculate_batch( &mut self, inputs: &[CCIInput], ) -> Result<Vec<CCIOutput>, CCIError>

Calculate CCI for a batch of inputs

pub fn reset(&mut self)

Reset the calculator state

pub fn get_state(&self) -> &CCIState

Get current state (for serialization/debugging)

pub fn set_state(&mut self, state: CCIState)

Restore state (for deserialization)

pub fn market_condition(&self) -> CCIMarketCondition

Get current market condition

pub fn is_overbought(&self, cci: f64) -> bool

Check if currently overbought

pub fn is_oversold(&self, cci: f64) -> bool

Check if currently oversold

pub fn is_extreme_condition(&self, cci: f64) -> bool

Check if in extreme condition

Trait Implementations

impl Default for CCI

fn default() -> Self

Returns the “default value” for a type.