Struct SignedVolume 

pub struct SignedVolume { /* private fields */ }

Signed Volume — the size of each trade signed by its aggressor side.

signedVolume = size · (+1 if buy, −1 if sell)

A positive value is buyer-initiated flow, a negative value seller-initiated. It is the per-trade building block of crate::CumulativeVolumeDelta and trade-flow imbalance.

Input = Trade, Output = f64. Stateless; ready after the first trade.

Example

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

let mut sv = SignedVolume::new();
let buy = Trade::new(100.0, 2.0, Side::Buy, 0).unwrap();
assert_eq!(sv.update(buy), Some(2.0));
let sell = Trade::new(100.0, 3.0, Side::Sell, 1).unwrap();
assert_eq!(sv.update(sell), Some(-3.0));

Implementations

impl SignedVolume

pub const fn new() -> Self

Construct a new signed-volume indicator.

Trait Implementations

impl Clone for SignedVolume

fn clone(&self) -> SignedVolume

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SignedVolume

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

Formats the value using the given formatter.

impl Default for SignedVolume

fn default() -> SignedVolume

Returns the “default value” for a type.

impl Indicator for SignedVolume

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.