pub struct VolumePriceTrend { /* private fields */ }Expand description
Volume-Price Trend — a cumulative volume line weighted by percentage price change.
VPT is a close relative of Obv, but instead of adding the
full bar volume on every up-close it adds volume scaled by the size of
the move:
VPT_t = VPT_{t−1} + volume_t · (close_t − close_{t−1}) / close_{t−1}A big move on heavy volume moves the line far; a small move on the same
volume barely nudges it. The running total is unbounded — its slope and its
divergence from price are what carry the signal. The first bar establishes
the baseline at 0.
§Example
use wickra_core::{Candle, Indicator, VolumePriceTrend};
let mut indicator = VolumePriceTrend::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§
Trait Implementations§
Source§impl Clone for VolumePriceTrend
impl Clone for VolumePriceTrend
Source§fn clone(&self) -> VolumePriceTrend
fn clone(&self) -> VolumePriceTrend
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for VolumePriceTrend
impl Debug for VolumePriceTrend
Source§impl Default for VolumePriceTrend
impl Default for VolumePriceTrend
Source§fn default() -> VolumePriceTrend
fn default() -> VolumePriceTrend
Returns the “default value” for a type. Read more
Source§impl Indicator for VolumePriceTrend
impl Indicator for VolumePriceTrend
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§fn update(&mut self, candle: Candle) -> Option<f64>
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)
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 VolumePriceTrend
impl RefUnwindSafe for VolumePriceTrend
impl Send for VolumePriceTrend
impl Sync for VolumePriceTrend
impl Unpin for VolumePriceTrend
impl UnsafeUnpin for VolumePriceTrend
impl UnwindSafe for VolumePriceTrend
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