pub struct Cci { /* private fields */ }Expand description
Commodity Channel Index.
CCI = (TP - SMA(TP)) / (0.015 * mean absolute deviation of TP), where
TP = (high + low + close) / 3.
§Example
use wickra_core::{Candle, Indicator, Cci};
let mut indicator = Cci::new(5).unwrap();
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 Cci
impl Cci
Sourcepub fn new(period: usize) -> Result<Self>
pub fn new(period: usize) -> Result<Self>
Construct a new CCI with the canonical 0.015 scaling factor.
§Errors
Returns Error::PeriodZero if period == 0.
Sourcepub fn with_factor(period: usize, factor: f64) -> Result<Self>
pub fn with_factor(period: usize, factor: f64) -> Result<Self>
Construct a CCI with a custom scaling factor (the standard literature uses 0.015 to put roughly 70 % of values inside ±100).
§Errors
Returns Error::PeriodZero if period == 0 and
Error::NonPositiveMultiplier if factor <= 0.
Trait Implementations§
Source§impl Indicator for Cci
impl Indicator for Cci
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 Cci
impl RefUnwindSafe for Cci
impl Send for Cci
impl Sync for Cci
impl Unpin for Cci
impl UnsafeUnpin for Cci
impl UnwindSafe for Cci
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