Struct ChaikinVolatility 

pub struct ChaikinVolatility { /* private fields */ }

Chaikin Volatility — the rate of change of a smoothed high-low spread.

spread_t   = high_t − low_t
smoothed_t = EMA(spread, ema_period)_t
ChaikinVol = 100 · (smoothed_t − smoothed_{t−roc_period}) / smoothed_{t−roc_period}

Marc Chaikin’s volatility measure tracks not the level of the trading range but how fast it is widening or narrowing. A rising value means ranges are expanding (often near a top, as fear spikes); a falling value means they are contracting (often a quiet, complacent market). The classic configuration smooths the spread with a 10-period EMA and takes its 10-period rate of change.

Example

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

let mut indicator = ChaikinVolatility::new(10, 10).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 ChaikinVolatility

pub fn new(ema_period: usize, roc_period: usize) -> Result<Self>

Construct a Chaikin Volatility with explicit EMA and rate-of-change periods.

Errors

Returns Error::PeriodZero if either period is zero.

pub fn classic() -> Self

Marc Chaikin’s classic configuration: EMA(10) of the spread, ROC(10).

pub const fn periods(&self) -> (usize, usize)

Configured (ema_period, roc_period).

Trait Implementations

impl Clone for ChaikinVolatility

fn clone(&self) -> ChaikinVolatility

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ChaikinVolatility

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

Formats the value using the given formatter.

impl Indicator for ChaikinVolatility

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.