pub struct ValueArea { /* private fields */ }Expand description
Rolling Value Area indicator over the last period candles.
§Example
use wickra_core::{Candle, Indicator, ValueArea};
let mut va = ValueArea::new(5, 50, 0.70).unwrap();
for i in 0..10 {
let base = 100.0 + f64::from(i);
let candle =
Candle::new(base, base + 2.0, base - 2.0, base, 10.0, i64::from(i)).unwrap();
va.update(candle);
}
assert!(va.is_ready());Implementations§
Source§impl ValueArea
impl ValueArea
Sourcepub fn new(period: usize, bin_count: usize, value_area_pct: f64) -> Result<Self>
pub fn new(period: usize, bin_count: usize, value_area_pct: f64) -> Result<Self>
Construct a Value Area indicator.
§Errors
Returns Error::PeriodZero if period or bin_count is zero,
and Error::InvalidPeriod if value_area_pct is not in (0, 1].
Sourcepub fn classic() -> Self
pub fn classic() -> Self
Classic Value Area: 20-bar rolling window, 50 bins, 70% concentration.
Sourcepub const fn params(&self) -> (usize, usize, f64)
pub const fn params(&self) -> (usize, usize, f64)
Configured (period, bin_count, value_area_pct).
Sourcepub const fn value(&self) -> Option<ValueAreaOutput>
pub const fn value(&self) -> Option<ValueAreaOutput>
Most recent output if available.
Trait Implementations§
Source§impl Indicator for ValueArea
impl Indicator for ValueArea
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§type Output = ValueAreaOutput
type Output = ValueAreaOutput
Type of one output value.
Source§fn update(&mut self, candle: Candle) -> Option<ValueAreaOutput>
fn update(&mut self, candle: Candle) -> Option<ValueAreaOutput>
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 ValueArea
impl RefUnwindSafe for ValueArea
impl Send for ValueArea
impl Sync for ValueArea
impl Unpin for ValueArea
impl UnsafeUnpin for ValueArea
impl UnwindSafe for ValueArea
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