pub struct Ppo { /* private fields */ }Expand description
Percentage Price Oscillator — MACD expressed as a percentage.
PPO is the gap between a fast and a slow EMA, divided by the slow EMA and scaled to a percentage:
PPO = 100 · (EMA_fast − EMA_slow) / EMA_slowDividing by the slow EMA makes PPO scale-free: a PPO of 1.5 means
“the fast EMA is 1.5 % above the slow EMA” on any instrument, so PPO
readings are comparable across assets — unlike the raw price-unit
MacdIndicator. The classic PPO signal line is
a 9-period EMA of this PPO line; compose it with Chain
and an Ema if you need it.
§Example
use wickra_core::{Indicator, Ppo};
let mut indicator = Ppo::new(12, 26).unwrap();
let mut last = None;
for i in 0..80 {
last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Indicator for Ppo
impl Indicator for Ppo
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 Ppo
impl RefUnwindSafe for Ppo
impl Send for Ppo
impl Sync for Ppo
impl Unpin for Ppo
impl UnsafeUnpin for Ppo
impl UnwindSafe for Ppo
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