Struct AdaptiveMovingAverage 

pub struct AdaptiveMovingAverage {
    pub period_efficiency_ratio: usize,
    pub period_fast: usize,
    pub period_slow: usize,
    pub price_type: PriceType,
    pub value: f64,
    pub count: usize,
    pub initialized: bool,
    /* private fields */
}

An indicator which calculates an adaptive moving average (AMA) across a rolling window. Developed by Perry Kaufman, the AMA is a moving average designed to account for market noise and volatility. The AMA will closely follow prices when the price swings are relatively small and the noise is low. The AMA will increase lag when the price swings increase.

Fields

period_efficiency_ratio: usize

The period for the internal EfficiencyRatio indicator.

period_fast: usize

The period for the fast smoothing constant (> 0).

period_slow: usize

The period for the slow smoothing constant (> period_fast).

price_type: PriceType

The price type used for calculations.

value: f64

The last indicator value.

count: usize

The input count for the indicator.

initialized: bool

Implementations

impl AdaptiveMovingAverage

pub fn new( period_efficiency_ratio: usize, period_fast: usize, period_slow: usize, price_type: Option<PriceType>, ) -> Self

Creates a new AdaptiveMovingAverage instance.

Panics

This function panics if:

• period_efficiency_ratio == 0.
• period_fast == 0.
• period_slow == 0.
• period_slow ≤ period_fast.

pub fn alpha_diff(&self) -> f64

pub const fn reset(&mut self)

impl AdaptiveMovingAverage

pub fn py_new( period_efficiency_ratio: usize, period_fast: usize, period_slow: usize, price_type: Option<PriceType>, ) -> Self

An indicator which calculates an adaptive moving average (AMA) across a rolling window. Developed by Perry Kaufman, the AMA is a moving average designed to account for market noise and volatility. The AMA will closely follow prices when the price swings are relatively small and the noise is low. The AMA will increase lag when the price swings increase.

Trait Implementations

impl Debug for AdaptiveMovingAverage

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

Formats the value using the given formatter.

impl Display for AdaptiveMovingAverage

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

Formats the value using the given formatter.

impl Indicator for AdaptiveMovingAverage

fn name(&self) -> String

fn has_inputs(&self) -> bool

fn initialized(&self) -> bool

fn handle_quote(&mut self, quote: &QuoteTick)

fn handle_trade(&mut self, trade: &TradeTick)

fn handle_bar(&mut self, bar: &Bar)

fn reset(&mut self)

fn handle_delta(&mut self, delta: &OrderBookDelta)

fn handle_deltas(&mut self, deltas: &OrderBookDeltas)

fn handle_depth(&mut self, depth: &OrderBookDepth10)

fn handle_book(&mut self, book: &OrderBook)

impl<'py> IntoPyObject<'py> for AdaptiveMovingAverage

type Target = AdaptiveMovingAverage

The Python output type

type Output = Bound<'py, <AdaptiveMovingAverage as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl MovingAverage for AdaptiveMovingAverage

fn value(&self) -> f64

fn count(&self) -> usize

fn update_raw(&mut self, value: f64)

impl PyClass for AdaptiveMovingAverage

const NAME: &str = "AdaptiveMovingAverage"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for AdaptiveMovingAverage

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// An indicator which calculates an adaptive moving average (AMA) across a /// rolling window. Developed by Perry Kaufman, the AMA is a moving average /// designed to account for market noise and volatility. The AMA will closely /// follow prices when the price swings are relatively small and the noise is /// low. The AMA will increase lag when the price swings increase.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<AdaptiveMovingAverage as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<AdaptiveMovingAverage>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForAdaptiveMovingAverage

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for AdaptiveMovingAverage

const TEXT_SIGNATURE: &'static str = "(period_efficiency_ratio, period_fast, period_slow, price_type=None)"

impl PyStubType for AdaptiveMovingAverage

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for AdaptiveMovingAverage

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl DerefToPyAny for AdaptiveMovingAverage

impl ExtractPyClassWithClone for AdaptiveMovingAverage