Struct RciEngine 

pub struct RciEngine { /* private fields */ }

Rank Correlation Index: how closely the order of the last len prices follows the order of time.

Prices in the window are ranked, time is ranked by position, and the two rank series are correlated; the result is scaled by 100. A window whose prices rise monotonically gives +100, one that falls monotonically -100, and a shuffled one something in between.

Ties get the average of the ranks they share. Two equal prices are not one before the other, and pretending otherwise would invent an ordering the market did not produce. The correlation is then computed over the rank series directly rather than through the 1 - 6*sum(d^2)/(n^3-n) shortcut, which is only valid when no rank is shared.

Unit: an index in -100..=100, not a percentage of anything.

A window without price variance — every price equal — has no ordering at all. There is no correlation to compute, and the documented convention is 0: no direction, rather than a trend strength conjured from nothing.

First output: with the len-th bar. len must be at least 2, since a single price has no order. A window that holds a non-finite price produces no output at all — there is no ordering to compute. Indicator::reset clears the window.

Implementations

impl RciEngine

pub fn new(len: usize) -> Self

pub fn with_defaults() -> Self

Trait Implementations

impl Clone for RciEngine

fn clone(&self) -> RciEngine

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RciEngine

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

Formats the value using the given formatter.

impl Indicator for RciEngine

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn reset(&mut self)

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.

fn alerts(&self) -> Vec<IndicatorAlert>