Struct CumulativeVolumeDelta 

pub struct CumulativeVolumeDelta { /* private fields */ }

Cumulative Volume Delta (CVD) — the running sum of signed volume.

CVDₜ = CVDₜ₋₁ + sizeₜ · (+1 if buy, −1 if sell)

CVD is an unbounded running total: a rising line signals net buying pressure over the session, a falling line net selling. Divergence between CVD and price is a classic absorption / exhaustion signal. Call reset at the start of each session to re-anchor the cumulative total at zero.

Input = Trade, Output = f64. Ready after the first trade.

Example

use wickra_core::{CumulativeVolumeDelta, Indicator, Side, Trade};

let mut cvd = CumulativeVolumeDelta::new();
assert_eq!(cvd.update(Trade::new(100.0, 5.0, Side::Buy, 0).unwrap()), Some(5.0));
assert_eq!(cvd.update(Trade::new(100.0, 2.0, Side::Sell, 1).unwrap()), Some(3.0));

Implementations

impl CumulativeVolumeDelta

pub const fn new() -> Self

Construct a new CVD indicator with a zero running total.

Trait Implementations

impl Clone for CumulativeVolumeDelta

fn clone(&self) -> CumulativeVolumeDelta

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CumulativeVolumeDelta

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

Formats the value using the given formatter.

impl Default for CumulativeVolumeDelta

fn default() -> CumulativeVolumeDelta

Returns the “default value” for a type.

impl Indicator for CumulativeVolumeDelta

type Input = Trade

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, trade: Trade) -> 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.