pub struct SarExt { /* private fields */ }Expand description
Parabolic SAR Extended (SAREXT): Wilder’s Parabolic SAR with TA-Lib’s
extended controls.
Beyond Psar it adds:
start_value— the initial SAR.0auto-seeds (long, likePsar); a positive value starts a long phase at that SAR, a negative value starts a short phase at its absolute value.offset_on_reverse— a fractional offset applied to the new SAR on each reversal, pushing it further from price (0disables it).- separate long / short acceleration — independent
(init, step, max)schedules for rising and falling phases.
The output is signed: a positive value during a long phase (SAR below price) and a negative value during a short phase (SAR above price), so the sign alone encodes the current trade direction.
§Example
use wickra_core::{Candle, Indicator, SarExt};
let mut indicator =
SarExt::new(0.0, 0.0, 0.02, 0.02, 0.2, 0.02, 0.02, 0.2).unwrap();
let mut last = None;
for i in 0..80 {
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§
Source§impl SarExt
impl SarExt
Sourcepub fn new(
start_value: f64,
offset_on_reverse: f64,
accel_init_long: f64,
accel_long: f64,
accel_max_long: f64,
accel_init_short: f64,
accel_short: f64,
accel_max_short: f64,
) -> Result<Self>
pub fn new( start_value: f64, offset_on_reverse: f64, accel_init_long: f64, accel_long: f64, accel_max_long: f64, accel_init_short: f64, accel_short: f64, accel_max_short: f64, ) -> Result<Self>
Construct an extended Parabolic SAR.
Parameters mirror TA-Lib’s SAREXT: start_value, offset_on_reverse,
then the long (init, step, max) and short (init, step, max)
acceleration schedules.
§Errors
Returns Error::NonPositiveMultiplier if any acceleration term is
non-positive or non-finite, Error::InvalidPeriod if an init exceeds
its max, and Error::NonPositiveMultiplier if start_value or
offset_on_reverse is non-finite or offset_on_reverse is negative.
Trait Implementations§
Source§impl Indicator for SarExt
impl Indicator for SarExt
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 SarExt
impl RefUnwindSafe for SarExt
impl Send for SarExt
impl Sync for SarExt
impl Unpin for SarExt
impl UnsafeUnpin for SarExt
impl UnwindSafe for SarExt
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