Struct Vzo 

pub struct Vzo { /* private fields */ }

Walid Khalil’s Volume Zone Oscillator — a normalised version of OBV-style volume flow that swings within [−100, 100].

Each bar contributes a signed volume: +volume on an up day, −volume on a down day, 0 on an unchanged close. The VZO is the ratio of an EMA of that signed volume to an EMA of the absolute volume, scaled by 100:

R_t   = sign(close_t − close_{t−1}) · volume_t
VP_t  = EMA(R, period)_t                     (smoothed signed volume)
TV_t  = EMA(volume, period)_t                (smoothed absolute volume)
VZO_t = 100 · VP_t / TV_t

Khalil’s interpretation: VZO > +60 overbought, < −60 oversold, with the zero line acting as a trend filter. The first bar only seeds the previous close; both EMAs then need period samples to seed, so the first emission lands at bar period + 1. A TV_t == 0 (every bar had zero volume) collapses the output to 0 instead of NaN.

Example

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

let mut indicator = Vzo::new(14).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, 50.0, i64::from(i)).unwrap();
    last = indicator.update(candle);
}
assert!(last.is_some());

Implementations

impl Vzo

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

Construct a new VZO 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 Vzo

fn clone(&self) -> Vzo

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Vzo

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

Formats the value using the given formatter.

impl Indicator for Vzo

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.