pub struct PercentB { /* private fields */ }Expand description
Bollinger %b — where price sits within the Bollinger Bands.
%b = (price − lower) / (upper − lower)%b = 1 means price is exactly on the upper band, %b = 0 on the lower
band, %b = 0.5 on the middle band. The value is not clamped: price
breaking above the upper band gives %b > 1, breaking below the lower band
gives %b < 0. That makes %b a clean, scale-free way to compare a price’s
band position across instruments and to spot band overshoots.
§Example
use wickra_core::{Indicator, PercentB};
let mut indicator = PercentB::new(20, 2.0).unwrap();
let mut last = None;
for i in 0..80 {
last = indicator.update(100.0 + (f64::from(i) * 0.3).sin() * 6.0);
}
assert!(last.is_some());Implementations§
Source§impl PercentB
impl PercentB
Sourcepub fn new(period: usize, multiplier: f64) -> Result<Self>
pub fn new(period: usize, multiplier: f64) -> Result<Self>
Construct a new %b indicator.
§Errors
Returns crate::Error::PeriodZero for period == 0 and
crate::Error::NonPositiveMultiplier for multiplier <= 0.
Sourcepub const fn multiplier(&self) -> f64
pub const fn multiplier(&self) -> f64
Configured multiplier.
Trait Implementations§
Source§impl Indicator for PercentB
impl Indicator for PercentB
Source§fn update(&mut self, input: f64) -> Option<f64>
fn update(&mut self, input: f64) -> 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 PercentB
impl RefUnwindSafe for PercentB
impl Send for PercentB
impl Sync for PercentB
impl Unpin for PercentB
impl UnsafeUnpin for PercentB
impl UnwindSafe for PercentB
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