Struct HeikinAshi 

pub struct HeikinAshi { /* private fields */ }

Streaming Heikin-Ashi transformation.

From the second candle on:

ha_close = (open + high + low + close) / 4
ha_open  = (previous ha_open + previous ha_close) / 2
ha_high  = max(high, ha_open, ha_close)
ha_low   = min(low,  ha_open, ha_close)

The first candle has no predecessor to average, so its ha_open is (open + close) / 2 of that bar. That is a decision, not a derivation: other implementations seed with (O+H+L+C)/4 instead and produce a different opening candle, after which both converge.

The recursion is causal — a candle is final when its bar is — and it carries state, so a series switch must go through HeikinAshi::reset rather than continuing across the boundary; see SeriesIdentity for what makes two series different.

Implementations

impl HeikinAshi

pub fn new() -> Self

pub fn update(&mut self, bar: &Bar) -> HeikinAshiBar

Transforms one bar. Every input bar yields exactly one candle — there is no warmup.

pub fn reset(&mut self)

Trait Implementations

impl Clone for HeikinAshi

fn clone(&self) -> HeikinAshi

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for HeikinAshi

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

Formats the value using the given formatter.

impl Default for HeikinAshi

fn default() -> HeikinAshi

Returns the “default value” for a type.