pub struct PlusDi { /* private fields */ }Expand description
Wilder’s Plus Directional Indicator (PLUS_DI).
+DI = 100 · smoothed(+DM) / smoothed(TR), where both the plus directional
movement and the true range are Wilder-smoothed over period bars. It is the
bullish half of the directional system that drives Adx;
readings above MinusDi mark an up-trending regime.
The first period raw values seed the two running sums; from then on each
applies the Wilder recursion smoothed − smoothed / period + raw. Because a
bar’s directional movement and true range both need the previous bar, the
first value is emitted after period + 1 candles. When the smoothed true
range is zero (a perfectly flat market) the indicator returns 0.
§Example
use wickra_core::{Candle, Indicator, PlusDi};
let mut indicator = PlusDi::new(5).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§
Trait Implementations§
Source§impl Indicator for PlusDi
impl Indicator for PlusDi
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 PlusDi
impl RefUnwindSafe for PlusDi
impl Send for PlusDi
impl Sync for PlusDi
impl Unpin for PlusDi
impl UnsafeUnpin for PlusDi
impl UnwindSafe for PlusDi
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