Skip to main content

TrueRange

Struct TrueRange 

Source
pub struct TrueRange { /* private fields */ }
Expand description

True Range — the single-bar building block of every ATR-based indicator.

TR = max( high − low, |high − close_prev|, |low − close_prev| )

True Range is the greatest of the bar’s own range and the two gaps to the previous close, so it captures volatility that opens between bars rather than only within them. The first bar has no previous close and falls back to high − low. Where Atr smooths this series, TrueRange exposes it raw, one value per bar.

§Example

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

let mut indicator = TrueRange::new();
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§

Source§

impl TrueRange

Source

pub const fn new() -> Self

Construct a new True Range indicator.

Trait Implementations§

Source§

impl Clone for TrueRange

Source§

fn clone(&self) -> TrueRange

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
Source§

impl Debug for TrueRange

Source§

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

Formats the value using the given formatter. Read more
Source§

impl Default for TrueRange

Source§

fn default() -> TrueRange

Returns the “default value” for a type. Read more
Source§

impl Indicator for TrueRange

Source§

type Input = Candle

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

type Output = f64

Type of one output value.
Source§

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.
Source§

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

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

fn is_ready(&self) -> bool

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

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

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

Auto Trait Implementations§

Blanket Implementations§

Source§

impl<T> Any for T
where T: 'static + ?Sized,

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

impl<T> BatchExt for T
where T: Indicator,

Source§

fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
where Self::Input: Clone,

Run the indicator over a slice of inputs in order, returning one output (or None during warmup) per input.
Source§

fn batch_parallel<F>( inputs_per_asset: &[Vec<Self::Input>], make: F, ) -> Vec<Vec<Option<Self::Output>>>
where Self: Sized + Send, Self::Input: Sync + Clone, Self::Output: Send, F: Fn() -> Self + Sync + Send,

Available on crate feature parallel only.
Run an independent copy of the indicator over each input series in parallel. Read more
Source§

impl<T> Borrow<T> for T
where T: ?Sized,

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
Source§

impl<T> CloneToUninit for T
where T: Clone,

Source§

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<T, U> Into<U> for T
where U: From<T>,

Source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source§

impl<T> IntoEither for T

Source§

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 more
Source§

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

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
Source§

impl<T> Pointable for T

Source§

const ALIGN: usize

The alignment of pointer.
Source§

type Init = T

The type for initializers.
Source§

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
Source§

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
Source§

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
Source§

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
Source§

impl<T> ToOwned for T
where T: Clone,

Source§

type Owned = T

The resulting type after obtaining ownership.
Source§

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
Source§

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
Source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

Source§

type Error = Infallible

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
Source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

Source§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
Source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.