Struct Candle

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pub struct Candle {
    pub open: f64,
    pub high: f64,
    pub low: f64,
    pub close: f64,
    pub volume: f64,
    pub timestamp: i64,
}

Expand description

A single OHLCV bar.

Timestamps are unitless i64 values so callers can use whatever epoch resolution they prefer (milliseconds, microseconds, seconds…). Wickra never inspects them numerically beyond passing them through.

Fields§

§open: f64

Bar open price.

§high: f64

Bar high price.

§low: f64

Bar low price.

§close: f64

Bar close price.

§volume: f64

Bar volume.

§timestamp: i64

Bar timestamp (caller-defined epoch / resolution).

Implementations§

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impl Candle

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pub fn new( open: f64, high: f64, low: f64, close: f64, volume: f64, timestamp: i64, ) -> Result<Self>

Construct a new candle, validating the OHLC relationships and finiteness.

§Errors

Returns Error::InvalidCandle if any of these invariants are violated:

high >= max(open, close, low)
low <= min(open, close, high)
all of open, high, low, close, volume are finite
volume >= 0

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pub const fn new_unchecked( open: f64, high: f64, low: f64, close: f64, volume: f64, timestamp: i64, ) -> Self

Construct a candle without validation. The caller asserts that all OHLC invariants hold and that no field is NaN or infinite.

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pub fn typical_price(&self) -> f64

The typical price (high + low + close) / 3. Used by CCI, MFI, VWAP, etc.

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pub fn median_price(&self) -> f64

The mid price (high + low) / 2.

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pub fn weighted_close(&self) -> f64

The weighted close (high + low + 2*close) / 4.

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pub fn true_range(&self, prev_close: Option<f64>) -> f64

True range of this candle relative to a previous close: max(H-L, |H-prev|, |L-prev|). If no previous close is supplied, falls back to high - low.

Trait Implementations§

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impl Clone for Candle

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fn clone(&self) -> Candle

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more

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impl Debug for Candle

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

Formats the value using the given formatter. Read more

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impl PartialEq for Candle

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fn eq(&self, other: &Candle) -> bool

Tests for self and other values to be equal, and is used by ==.

1.0.0 (const: unstable) · Source§

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

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impl Copy for Candle

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impl StructuralPartialEq for Candle

Auto Trait Implementations§

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impl UnwindSafe for Candle

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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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 more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

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

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