Struct Kvo 

pub struct Kvo { /* private fields */ }

Stephen J. Klinger’s Volume Oscillator — a long/short-term volume-force MACD with trend-aware cumulative-money-flow weighting.

Each bar produces a “volume force” (vf) whose sign tracks the daily trend (+1 on an up day, −1 on a down day, carry-over otherwise) and whose magnitude scales with how the current accumulation horizon compares to the previous trend’s. The KVO line is the difference of two EMAs of vf:

dm_t   = high_t + low_t + close_t                                            (the "daily measurement")
trend  = sign(dm_t − dm_{t−1})    if differs from previous trend, reset cm
cm_t   = cm_{t−1} + dm_t          if trend unchanged
cm_t   = dm_{t−1} + dm_t          if trend just flipped
vf_t   = volume_t · |2·(dm_t/cm_t − 1)| · trend · 100
KVO_t  = EMA(vf, fast)_t − EMA(vf, slow)_t

Klinger’s textbook configuration is fast = 34, slow = 55 on daily bars. The first bar only seeds dm_{t−1}, so the very first vf lands at bar 2; the slow EMA then needs slow raw vf values to seed, putting the first KVO emission at bar slow + 1. A zero cm_t (which only happens on the trend-flip branch when both the prior and current dm are zero) collapses vf to 0.

Example

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

let mut indicator = Kvo::new(34, 55).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, 10.0, i64::from(i)).unwrap();
    last = indicator.update(candle);
}
assert!(last.is_some());

Implementations

impl Kvo

pub fn new(fast: usize, slow: usize) -> Result<Self>

Construct a new KVO with the given EMA periods.

Errors

Returns Error::PeriodZero if either period is zero, or Error::InvalidPeriod if fast >= slow.

pub fn classic() -> Self

Klinger’s classic configuration: EMA(vf, 34) − EMA(vf, 55).

pub const fn periods(&self) -> (usize, usize)

Configured (fast, slow) periods.

Trait Implementations

impl Clone for Kvo

fn clone(&self) -> Kvo

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Kvo

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

Formats the value using the given formatter.

impl Indicator for Kvo

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.