Struct ChaikinMoneyFlow 

pub struct ChaikinMoneyFlow { /* private fields */ }

Chaikin Money Flow — Marc Chaikin’s period-window money-flow oscillator.

Each bar produces a money-flow volume: the bar’s volume weighted by where the close fell within its range (the same money-flow multiplier the Adl uses). CMF is the ratio of summed money-flow volume to summed volume over the lookback window:

MFM_t = ((close − low) − (high − close)) / (high − low)   (−1..+1)
MFV_t = MFM_t · volume_t
CMF_t = Σ(MFV, period) / Σ(volume, period)

The result lives in [−1, +1]: sustained closes near the high push CMF toward +1 (accumulation), near the low toward −1 (distribution). A bar with high == low carries no positional information and contributes a money-flow volume of 0; a window whose total volume is zero yields 0.0 by convention.

Example

use wickra_core::{Candle, Indicator, ChaikinMoneyFlow};

let mut indicator = ChaikinMoneyFlow::new(20).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

impl ChaikinMoneyFlow

pub fn new(period: usize) -> Result<Self>

Construct a new Chaikin Money Flow over period bars.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for ChaikinMoneyFlow

fn clone(&self) -> ChaikinMoneyFlow

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ChaikinMoneyFlow

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

Formats the value using the given formatter.

impl Indicator for ChaikinMoneyFlow

type Input = Candle

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = f64

Type of one output value.

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.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.