pub struct VolumeOscillator { /* private fields */ }Expand description
Volume Oscillator — the percent difference between a fast and a slow SMA of the bar volume.
VO_t = 100 · (SMA(volume, fast)_t − SMA(volume, slow)_t) / SMA(volume, slow)_tA positive reading means short-term volume is running above the longer-term
average (rising participation), a negative reading the opposite. The line is
unbounded above and below -100, but stays near zero in stable conditions.
Classic configuration is fast = 14, slow = 28. The first emission lands
after slow candles. A slow average of 0 (only possible if every volume
in the slow window was zero) collapses the output to 0 rather than NaN.
§Example
use wickra_core::{Candle, Indicator, VolumeOscillator};
let mut indicator = VolumeOscillator::new(14, 28).unwrap();
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§
Source§impl VolumeOscillator
impl VolumeOscillator
Sourcepub fn new(fast: usize, slow: usize) -> Result<Self>
pub fn new(fast: usize, slow: usize) -> Result<Self>
Construct a Volume Oscillator with the given SMA periods.
§Errors
Returns Error::PeriodZero if either period is zero, or
Error::InvalidPeriod if fast >= slow.
Trait Implementations§
Source§impl Clone for VolumeOscillator
impl Clone for VolumeOscillator
Source§fn clone(&self) -> VolumeOscillator
fn clone(&self) -> VolumeOscillator
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for VolumeOscillator
impl Debug for VolumeOscillator
Source§impl Indicator for VolumeOscillator
impl Indicator for VolumeOscillator
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 VolumeOscillator
impl RefUnwindSafe for VolumeOscillator
impl Send for VolumeOscillator
impl Sync for VolumeOscillator
impl Unpin for VolumeOscillator
impl UnsafeUnpin for VolumeOscillator
impl UnwindSafe for VolumeOscillator
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