pub struct BollingerBandwidth { /* private fields */ }Expand description
Bollinger Bandwidth — the width of the Bollinger Bands relative to the middle band.
Bandwidth = (upper − lower) / middleBecause the bands are middle ± multiplier · stddev, the bandwidth is
2 · multiplier · stddev / middle — a normalised volatility reading. Its
value is the basis of two classic patterns: the squeeze (bandwidth at a
multi-month low, signalling a coiled, low-volatility market about to
expand) and the bulge (bandwidth at an extreme high).
§Example
use wickra_core::{Indicator, BollingerBandwidth};
let mut indicator = BollingerBandwidth::new(20, 2.0).unwrap();
let mut last = None;
for i in 0..80 {
last = indicator.update(100.0 + (f64::from(i) * 0.3).sin() * 6.0);
}
assert!(last.is_some());Implementations§
Source§impl BollingerBandwidth
impl BollingerBandwidth
Sourcepub fn new(period: usize, multiplier: f64) -> Result<Self>
pub fn new(period: usize, multiplier: f64) -> Result<Self>
Construct a new Bollinger Bandwidth indicator.
§Errors
Returns crate::Error::PeriodZero for period == 0 and
crate::Error::NonPositiveMultiplier for multiplier <= 0.
Sourcepub const fn multiplier(&self) -> f64
pub const fn multiplier(&self) -> f64
Configured multiplier.
Trait Implementations§
Source§impl Clone for BollingerBandwidth
impl Clone for BollingerBandwidth
Source§fn clone(&self) -> BollingerBandwidth
fn clone(&self) -> BollingerBandwidth
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for BollingerBandwidth
impl Debug for BollingerBandwidth
Source§impl Indicator for BollingerBandwidth
impl Indicator for BollingerBandwidth
Source§fn update(&mut self, input: f64) -> Option<f64>
fn update(&mut self, input: f64) -> Option<f64>
Feed one new data point into the indicator and return the freshly computed
output, or
None if the indicator is still warming up.Source§fn reset(&mut self)
fn reset(&mut self)
Reset all internal state, leaving the indicator equivalent to a freshly
constructed instance with the same parameters.
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
Number of inputs required before the first non-
None output can be produced.Auto Trait Implementations§
impl Freeze for BollingerBandwidth
impl RefUnwindSafe for BollingerBandwidth
impl Send for BollingerBandwidth
impl Sync for BollingerBandwidth
impl Unpin for BollingerBandwidth
impl UnsafeUnpin for BollingerBandwidth
impl UnwindSafe for BollingerBandwidth
Blanket Implementations§
Source§impl<T> BatchExt for Twhere
T: Indicator,
impl<T> BatchExt for Twhere
T: Indicator,
Source§fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
Run the indicator over a slice of inputs in order, returning one output (or
None during warmup) per input.Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more