Struct UlcerIndexEngine 

pub struct UlcerIndexEngine { /* private fields */ }

Ulcer Index over the closing price; see UlcerIndexCore for the definition.

This measures the same thing as crate::portfolio::compute_drawdown does not: that one reports the single worst peak-to-trough decline of a whole series, this one how much time the series spent below its high and how far. Both stay.

Implementations

impl UlcerIndexEngine

pub fn new(len: usize) -> Self

pub fn with_defaults() -> Self

Trait Implementations

impl Clone for UlcerIndexEngine

fn clone(&self) -> UlcerIndexEngine

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for UlcerIndexEngine

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

Formats the value using the given formatter.

impl Indicator for UlcerIndexEngine

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>