Struct Vwma 

pub struct Vwma { /* private fields */ }

Volume-Weighted Moving Average over a rolling window of period candles.

Each close is weighted by its own bar volume:

VWMA_t = Σ(close_i · volume_i) / Σ(volume_i)   over the last `period` bars

High-volume bars pull the average toward their close, so VWMA reacts to price moves that the market actually participated in and largely ignores thin, low-conviction bars.

If every candle in the window has zero volume the weighted mean is undefined; the indicator then falls back to the unweighted mean of the period closes, so the output is always finite. The first output lands after exactly period candles.

Example

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

let mut indicator = Vwma::new(5).unwrap();
let mut last = None;
for i in 0..40 {
    let p = 100.0 + f64::from(i);
    let candle = Candle::new(p, p + 1.0, p - 1.0, p, 10.0, i64::from(i)).unwrap();
    last = indicator.update(candle);
}
assert!(last.is_some());

Implementations

impl Vwma

pub fn new(period: usize) -> Result<Self>

Construct a new VWMA with the given period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

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

Current value if available.

Trait Implementations

impl Clone for Vwma

fn clone(&self) -> Vwma

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Vwma

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

Formats the value using the given formatter.

impl Indicator for Vwma

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.