Struct FairValueGap 

pub struct FairValueGap { /* private fields */ }

3-bar Fair Value Gap (FVG) detector with lifecycle fill tracking.

Implementations

impl FairValueGap

pub fn new(min_gap_size: f64, max_active_gaps: usize) -> Self

Construct a new FairValueGap detector.

• min_gap_size: Minimum price gap required between outer bars to register an FVG.
• max_active_gaps: Maximum number of unmitigated/partially mitigated gaps retained.

pub fn reset(&mut self)

Reset internal state machine.

pub fn process_batch(&mut self, bars: &[(f64, f64, f64)]) -> Vec<FvgState>

Helper to process a batch of (high, low, close) bars.

Trait Implementations

impl Clone for FairValueGap

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FairValueGap

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

Formats the value using the given formatter.

impl Default for FairValueGap

fn default() -> Self

Returns the “default value” for a type.

impl Next<(f64, f64, f64)> for FairValueGap

type Output = FvgState

fn next(&mut self, input: (f64, f64, f64)) -> Self::Output

Process the next input and return the updated output.

fn next_batch(&mut self, inputs: &[Input]) -> Vec<Self::Output>

where Input: Copy,

Process a batch of inputs eagerly. This allows implementations to override with vectorized logic, while falling back to scalar processing by default.