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AdOscillator

Struct AdOscillator 

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pub struct AdOscillator { /* private fields */ }
Expand description

Larry Williams’ Accumulation/Distribution — a cumulative volume-less price flow that classifies each bar as accumulation or distribution based on its close relative to the previous close, then sums the directional component.

Williams’ definition (1972) uses a true high/low that includes the prior close as an anchor — the same idea that motivates true range:

TR_h_t = max(close_{t−1}, high_t)
TR_l_t = min(close_{t−1}, low_t)
AD_t   = AD_{t−1} + (close_t − TR_l_t)   if close_t > close_{t−1}   (accumulation)
AD_t   = AD_{t−1} + (close_t − TR_h_t)   if close_t < close_{t−1}   (distribution)
AD_t   = AD_{t−1}                        if close_t == close_{t−1}  (no change)

Unlike Chaikin’s Accumulation/Distribution Line, the Williams A/D ignores volume entirely — Williams argued that the relative position of the close already encodes the day’s “true” buying or selling pressure. The series is unbounded and used primarily for divergence analysis. The first candle only seeds the previous close; the first emission lands at bar 2.

§Example

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

let mut indicator = AdOscillator::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());

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impl AdOscillator

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pub const fn new() -> Self

Construct a new Williams A/D starting at zero.

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

Current cumulative value if at least one emission has happened.

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impl Clone for AdOscillator

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fn clone(&self) -> AdOscillator

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
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impl Debug for AdOscillator

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

Formats the value using the given formatter. Read more
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impl Default for AdOscillator

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fn default() -> AdOscillator

Returns the “default value” for a type. Read more
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impl Indicator for AdOscillator

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type Input = Candle

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

Type of one output value.
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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.
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fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.
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fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.
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fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.
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fn name(&self) -> &'static str

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

Auto Trait Implementations§

Blanket Implementations§

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> BatchExt for T
where T: Indicator,

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

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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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
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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

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fn into(self) -> U

Calls U::from(self).

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

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impl<T> IntoEither for T

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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
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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
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impl<T> Pointable for T

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const ALIGN: usize

The alignment of pointer.
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type Init = T

The type for initializers.
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unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
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unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
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unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
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unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.