pub struct Inertia { /* private fields */ }Expand description
Donald Dorsey’s Inertia — a Linear-Regression-smoothed RVI (Relative Vigor
Index). The endpoint of an n-bar least-squares fit of the RVI series is
taken as the indicator’s reading, smoothing the underlying ratio while
preserving its trend direction.
Inertia_t = LinearRegression(RVI(close - open, high - low; rvi_period), linreg_period)_tDorsey’s recommended defaults are (rvi_period = 14, linreg_period = 20).
§Example
use wickra_core::{Candle, Indicator, Inertia};
let mut inertia = Inertia::new(14, 20).unwrap();
let mut last = None;
for i in 0..80 {
let o = 100.0 + f64::from(i);
let c = o + 0.5;
let candle = Candle::new(o, c + 0.2, o - 0.2, c, 1.0, i64::from(i)).unwrap();
last = inertia.update(candle);
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Indicator for Inertia
impl Indicator for Inertia
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§fn update(&mut self, candle: Candle) -> Option<f64>
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.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 Inertia
impl RefUnwindSafe for Inertia
impl Send for Inertia
impl Sync for Inertia
impl Unpin for Inertia
impl UnsafeUnpin for Inertia
impl UnwindSafe for Inertia
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