pub struct MidPoint { /* private fields */ }Expand description
Midpoint (MIDPOINT): the average of the highest and lowest value of the
input series over the last period points.
MIDPOINT = (highest(value, period) + lowest(value, period)) / 2Where MidPrice takes the window extremes from a candle’s
high/low, MIDPOINT works on a single scalar stream (typically the close),
taking the max and min of that stream over the window. The first value is
emitted once period points have been seen.
§Example
use wickra_core::{Indicator, MidPoint};
let mut indicator = MidPoint::new(5).unwrap();
let mut last = None;
for i in 0..40 {
last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Indicator for MidPoint
impl Indicator for MidPoint
Source§fn update(&mut self, value: f64) -> Option<f64>
fn update(&mut self, value: f64) -> 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 MidPoint
impl RefUnwindSafe for MidPoint
impl Send for MidPoint
impl Sync for MidPoint
impl Unpin for MidPoint
impl UnsafeUnpin for MidPoint
impl UnwindSafe for MidPoint
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