Struct Nvi 

pub struct Nvi { /* private fields */ }

Negative Volume Index (Paul Dysart, popularised by Norman Fosback).

A cumulative index that only updates when volume contracts — the hypothesis is that smart-money accumulation happens on quiet days, so the NVI tracks the “smart money” leg of price action while ignoring the volume-spike days that retail tends to chase. When today’s volume is at or above yesterday’s, the NVI is left unchanged.

NVI_t = NVI_{t−1} · (1 + (close_t − close_{t−1}) / close_{t−1})   if volume_t < volume_{t−1}
NVI_t = NVI_{t−1}                                                  otherwise

The first bar establishes the baseline at 1000.0 (Fosback’s convention). A bar whose previous close is zero contributes no return (avoids dividing by zero). Output is Some from the very first bar.

Example

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

let mut indicator = Nvi::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 Nvi

pub const fn new() -> Self

Construct a new NVI starting at 1000.0.

pub const fn with_baseline(baseline: f64) -> Self

Construct a new NVI with a custom starting baseline.

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

Current cumulative value if at least one candle has been ingested.

Trait Implementations

impl Clone for Nvi

fn clone(&self) -> Nvi

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Nvi

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

Formats the value using the given formatter.

impl Default for Nvi

fn default() -> Self

Returns the “default value” for a type.

impl Indicator for Nvi

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.