Struct DemandIndex 

pub struct DemandIndex { /* private fields */ }

James Sibbet’s Demand Index — a smoothed ratio of buying pressure to selling pressure, classifying each bar’s volume by whether the close rose or fell relative to the previous close.

Sibbet’s original 1970s formulation runs the raw buying/selling pressure through several smoothings and yields a number that swings in [−100, 100]. This implementation uses the textbook simplified form that captures the same signal in a streaming-friendly shape:

pressure_t = volume_t · ((close_t − close_{t−1}) / max(close_{t−1}, ε))
             · (1 + (high_t − low_t) / max(close_{t−1}, ε))
DI_t       = EMA(pressure, period)_t

Positive readings mean the smoothed money flow is leaning to the buy side (up-day volume dominates), negative to the sell side. The first candle only establishes the previous close, so the first non-None value lands once the EMA has accumulated period pressure samples. A previous close of zero contributes no signal (avoids division by zero). The output is unbounded; what matters is the sign and the divergence against price.

Example

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

let mut indicator = DemandIndex::new(10).unwrap();
let mut last = None;
for i in 0..120 {
    let base = 100.0 + f64::from(i);
    let candle =
        Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 50.0, i64::from(i)).unwrap();
    last = indicator.update(candle);
}
assert!(last.is_some());

Implementations

impl DemandIndex

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

Construct a new Demand Index with the given EMA smoothing period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured EMA smoothing period.

Trait Implementations

impl Clone for DemandIndex

fn clone(&self) -> DemandIndex

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DemandIndex

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

Formats the value using the given formatter.

impl Indicator for DemandIndex

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.