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PointAndFigureBars

Struct PointAndFigureBars 

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pub struct PointAndFigureBars { /* private fields */ }
Expand description

Point-and-Figure bar builder using the fixed box-size, N-box reversal method.

Price is quantised to a box_size grid (each close maps to the box that contains it). An X column extends upward while price makes new box highs; an O column extends downward while price makes new box lows. A reversal needs price to move reversal boxes against the column, at which point the current column is closed (returned from BarBuilder::update) and a new column starts one box offset from the prior extreme.

  • The first candle seeds the grid box and prints no column.
  • The first one-box move sets the initial column direction.
  • At most one column completes per candle, so update returns an empty vector or a single PnfColumn.

Closes are mapped to their containing box via floor(close / box_size) for both directions, so the construction is fully deterministic.

§Example

use wickra_core::{BarBuilder, Candle, PointAndFigureBars};

let flat = |price: f64| Candle::new(price, price, price, price, 1.0, 0).unwrap();
let mut pnf = PointAndFigureBars::new(1.0, 3).unwrap();
pnf.update(flat(10.0)); // seed
pnf.update(flat(15.0)); // X column up to 15
let cols = pnf.update(flat(12.0)); // 3-box reversal closes the X column
assert_eq!(cols.len(), 1);
assert_eq!(cols[0].direction, 1);

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impl PointAndFigureBars

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pub fn new(box_size: f64, reversal: usize) -> Result<Self>

Construct a Point-and-Figure builder with the given box size and reversal (in boxes).

§Errors

Returns Error::InvalidPeriod if box_size is not finite and positive, and Error::PeriodZero if reversal is zero.

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pub const fn box_size(&self) -> f64

Configured box size.

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pub const fn reversal(&self) -> usize

Configured reversal, in boxes.

Trait Implementations§

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impl BarBuilder for PointAndFigureBars

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type Bar = PnfColumn

Type of one completed bar.
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fn update(&mut self, candle: Candle) -> Vec<PnfColumn>

Feed one candle and return every bar completed on it (possibly none).
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fn reset(&mut self)

Reset all internal state to the freshly-constructed configuration.
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fn name(&self) -> &'static str

Stable, human-readable builder name.
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fn batch(&mut self, candles: &[Candle]) -> Vec<Self::Bar>

Replay update over a slice, concatenating all completed bars. The result length is data-dependent (not the input length).
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impl Clone for PointAndFigureBars

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fn clone(&self) -> PointAndFigureBars

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for PointAndFigureBars

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

Formats the value using the given formatter. Read more

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impl<T> Any for T
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fn borrow_mut(&mut self) -> &mut T

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impl<T> CloneToUninit for T
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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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impl<T> From<T> for T

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fn from(t: T) -> T

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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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 more
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impl<T> Pointable for T

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const ALIGN: usize

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type Init = T

The type for initializers.
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unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
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unsafe fn deref<'a>(ptr: usize) -> &'a T

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unsafe fn drop(ptr: usize)

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type Owned = T

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fn to_owned(&self) -> T

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fn clone_into(&self, target: &mut T)

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impl<T, U> TryFrom<U> for T
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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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type Error = <U as TryFrom<T>>::Error

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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.