pub struct Rvi { /* private fields */ }Expand description
Relative Vigor Index — Donald Dorsey’s ratio of intra-bar drive (close − open)
to intra-bar range (high − low), averaged over a period-bar window.
The reading is SMA(close − open, period) / SMA(high − low, period). A
positive value means the average bar in the window closed above where it
opened (bullish “vigor”); a negative value means the average closed below.
The denominator’s rolling-window SMA can fall to zero on a perfectly flat
stretch, in which case the recurrence is undefined and the indicator holds
its previous value.
§Example
use wickra_core::{Candle, Indicator, Rvi};
let mut rvi = Rvi::new(10).unwrap();
let mut last = None;
for i in 0..40 {
let o = 100.0 + f64::from(i);
let c = o + 0.5;
let candle = Candle::new(o, c + 0.2, o - 0.2, c, 1.0, i64::from(i)).unwrap();
last = rvi.update(candle);
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Indicator for Rvi
impl Indicator for Rvi
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 Rvi
impl RefUnwindSafe for Rvi
impl Send for Rvi
impl Sync for Rvi
impl Unpin for Rvi
impl UnsafeUnpin for Rvi
impl UnwindSafe for Rvi
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