pub struct AcceleratorOscillator { /* private fields */ }Expand description
Accelerator Oscillator — Bill Williams’ gauge of momentum’s acceleration.
AO = SMA(median, fast) − SMA(median, slow) (the Awesome Oscillator)
AC = AO − SMA(AO, signal)Where the AwesomeOscillator tracks momentum,
the Accelerator tracks the change in momentum: it is the AO minus a short
moving average of itself. Because acceleration leads speed, AC tends to
turn before the AO does. Bill Williams’ classic configuration is the
(5, 34) AO with a 5-period signal average.
§Example
use wickra_core::{Candle, Indicator, AcceleratorOscillator};
let mut indicator = AcceleratorOscillator::classic();
let mut last = None;
for i in 0..80 {
let base = 100.0 + f64::from(i);
let candle =
Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 10.0, i64::from(i)).unwrap();
last = indicator.update(candle);
}
assert!(last.is_some());Implementations§
Source§impl AcceleratorOscillator
impl AcceleratorOscillator
Sourcepub fn new(ao_fast: usize, ao_slow: usize, signal_period: usize) -> Result<Self>
pub fn new(ao_fast: usize, ao_slow: usize, signal_period: usize) -> Result<Self>
Construct an Accelerator Oscillator with explicit AO and signal periods.
§Errors
Returns Error::PeriodZero for a zero
period and Error::InvalidPeriod if the
AO fast period is not strictly below slow.
Trait Implementations§
Source§impl Clone for AcceleratorOscillator
impl Clone for AcceleratorOscillator
Source§fn clone(&self) -> AcceleratorOscillator
fn clone(&self) -> AcceleratorOscillator
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 AcceleratorOscillator
impl Debug for AcceleratorOscillator
Source§impl Indicator for AcceleratorOscillator
impl Indicator for AcceleratorOscillator
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§fn update(&mut self, candle: Candle) -> Option<f64>
fn update(&mut self, candle: Candle) -> 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 AcceleratorOscillator
impl RefUnwindSafe for AcceleratorOscillator
impl Send for AcceleratorOscillator
impl Sync for AcceleratorOscillator
impl Unpin for AcceleratorOscillator
impl UnsafeUnpin for AcceleratorOscillator
impl UnwindSafe for AcceleratorOscillator
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