pub struct Donchian { /* private fields */ }Expand description
Donchian Channels: rolling highest high / lowest low envelopes.
§Example
use wickra_core::{Candle, Indicator, Donchian};
let mut indicator = Donchian::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§
Trait Implementations§
Source§impl Indicator for Donchian
impl Indicator for Donchian
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§type Output = DonchianOutput
type Output = DonchianOutput
Type of one output value.
Source§fn update(&mut self, candle: Candle) -> Option<DonchianOutput>
fn update(&mut self, candle: Candle) -> Option<DonchianOutput>
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 Donchian
impl RefUnwindSafe for Donchian
impl Send for Donchian
impl Sync for Donchian
impl Unpin for Donchian
impl UnsafeUnpin for Donchian
impl UnwindSafe for Donchian
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