pub struct InitialBalance { /* private fields */ }Expand description
Session Initial Balance (first N bars).
period defaults to 12 — the canonical one-hour IB on 5-minute bars
for U.S. equities. Callers MUST invoke Indicator::reset at every new
session boundary; otherwise the IB locks after the first period bars and
stays fixed for the entire lifetime of the instance.
§Example
use wickra_core::{Candle, InitialBalance, Indicator};
let mut ib = InitialBalance::new(3).unwrap();
let bars = [
Candle::new(100.0, 102.0, 99.0, 101.0, 10.0, 0).unwrap(),
Candle::new(101.0, 103.0, 100.0, 102.0, 10.0, 1).unwrap(),
Candle::new(102.0, 104.0, 101.0, 103.0, 10.0, 2).unwrap(),
// Locked after period bars — subsequent bars do not modify IB.
Candle::new(103.0, 120.0, 80.0, 105.0, 10.0, 3).unwrap(),
];
for b in bars {
ib.update(b);
}
let v = ib.value().unwrap();
assert_eq!(v.high, 104.0);
assert_eq!(v.low, 99.0);Implementations§
Source§impl InitialBalance
impl InitialBalance
Sourcepub fn new(period: usize) -> Result<Self>
pub fn new(period: usize) -> Result<Self>
Construct an Initial Balance indicator with the given window length.
§Errors
Returns Error::PeriodZero if period == 0.
Sourcepub fn value(&self) -> Option<InitialBalanceOutput>
pub fn value(&self) -> Option<InitialBalanceOutput>
Most recent output if at least one bar has been seen.
Trait Implementations§
Source§impl Clone for InitialBalance
impl Clone for InitialBalance
Source§fn clone(&self) -> InitialBalance
fn clone(&self) -> InitialBalance
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 InitialBalance
impl Debug for InitialBalance
Source§impl Indicator for InitialBalance
impl Indicator for InitialBalance
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§type Output = InitialBalanceOutput
type Output = InitialBalanceOutput
Type of one output value.
Source§fn update(&mut self, candle: Candle) -> Option<InitialBalanceOutput>
fn update(&mut self, candle: Candle) -> Option<InitialBalanceOutput>
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 InitialBalance
impl RefUnwindSafe for InitialBalance
impl Send for InitialBalance
impl Sync for InitialBalance
impl Unpin for InitialBalance
impl UnsafeUnpin for InitialBalance
impl UnwindSafe for InitialBalance
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