pub struct AccelerationBands { /* private fields */ }Expand description
Acceleration Bands (Price Headley): SMA-smoothed bands that widen with each
bar’s relative range (high − low) / (high + low).
ratio = (high − low) / (high + low)
raw_up = high · (1 + factor · ratio)
raw_lo = low · (1 − factor · ratio)
upper = SMA(raw_up, period)
middle = SMA(close, period)
lower = SMA(raw_lo, period)Headley’s reference parameters are period = 20, factor = 0.001 for
intraday equity markets — the geometric ratio term tends to scale on
fractional moves, so the literal factor is small. The bands compress in
quiet markets and flare on impulsive bars, making them a momentum-biased
alternative to the volatility-driven Bollinger or Keltner envelopes.
§Example
use wickra_core::{AccelerationBands, Candle, Indicator};
let mut indicator = AccelerationBands::new(20, 0.001).unwrap();
let mut last = None;
for i in 0..40 {
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 AccelerationBands
impl AccelerationBands
Sourcepub fn new(period: usize, factor: f64) -> Result<Self>
pub fn new(period: usize, factor: f64) -> Result<Self>
Construct a new Acceleration Bands indicator.
§Errors
Returns Error::PeriodZero if period == 0 and
Error::NonPositiveMultiplier if factor is not strictly positive
and finite.
Sourcepub const fn parameters(&self) -> (usize, f64)
pub const fn parameters(&self) -> (usize, f64)
Configured (period, factor).
Trait Implementations§
Source§impl Clone for AccelerationBands
impl Clone for AccelerationBands
Source§fn clone(&self) -> AccelerationBands
fn clone(&self) -> AccelerationBands
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 AccelerationBands
impl Debug for AccelerationBands
Source§impl Indicator for AccelerationBands
impl Indicator for AccelerationBands
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§type Output = AccelerationBandsOutput
type Output = AccelerationBandsOutput
Type of one output value.
Source§fn update(&mut self, candle: Candle) -> Option<AccelerationBandsOutput>
fn update(&mut self, candle: Candle) -> Option<AccelerationBandsOutput>
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 AccelerationBands
impl RefUnwindSafe for AccelerationBands
impl Send for AccelerationBands
impl Sync for AccelerationBands
impl Unpin for AccelerationBands
impl UnsafeUnpin for AccelerationBands
impl UnwindSafe for AccelerationBands
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