Struct Vwap 

pub struct Vwap { /* private fields */ }

Cumulative session VWAP. Call Indicator::reset at the start of each session (e.g. trading-day boundary) to restart the accumulation.

Example

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

let mut indicator = Vwap::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

impl Vwap

pub const fn new() -> Self

Construct a fresh cumulative VWAP.

pub fn value(&self) -> Option<f64>

Current VWAP if at least one candle with non-zero volume has been observed.

Trait Implementations

impl Clone for Vwap

fn clone(&self) -> Vwap

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Vwap

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

Formats the value using the given formatter.

impl Default for Vwap

fn default() -> Vwap

Returns the “default value” for a type.

impl Indicator for Vwap

type Input = Candle

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

type Output = f64

Type of one output value.

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.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

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

fn is_ready(&self) -> bool

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

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

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