Skip to main content

SarExt

Struct SarExt 

Source
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. 0 auto-seeds (long, like Psar); 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 (0 disables 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

Source

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.

Source

pub fn classic() -> Self

Wilder’s defaults with no start value or reversal offset and symmetric (0.02, 0.02, 0.20) acceleration in both directions.

Trait Implementations§

Source§

impl Clone for SarExt

Source§

fn clone(&self) -> SarExt

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
Source§

impl Debug for SarExt

Source§

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

Formats the value using the given formatter. Read more
Source§

impl Indicator for SarExt

Source§

type Input = Candle

Type of one input data point (typically f64 for a price, or Candle / Tick).
Source§

type Output = f64

Type of one output value.
Source§

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)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.
Source§

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.
Source§

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.
Source§

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.

Auto Trait Implementations§

Blanket Implementations§

Source§

impl<T> Any for T
where T: 'static + ?Sized,

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

impl<T> BatchExt for T
where T: Indicator,

Source§

fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
where Self::Input: Clone,

Run the indicator over a slice of inputs in order, returning one output (or None during warmup) per input.
Source§

fn batch_parallel<F>( inputs_per_asset: &[Vec<Self::Input>], make: F, ) -> Vec<Vec<Option<Self::Output>>>
where Self: Sized + Send, Self::Input: Sync + Clone, Self::Output: Send, F: Fn() -> Self + Sync + Send,

Available on crate feature parallel only.
Run an independent copy of the indicator over each input series in parallel. Read more
Source§

impl<T> Borrow<T> for T
where T: ?Sized,

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
Source§

impl<T> CloneToUninit for T
where T: Clone,

Source§

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<T, U> Into<U> for T
where U: From<T>,

Source§

fn into(self) -> U

Calls U::from(self).

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

Source§

impl<T> IntoEither for T

Source§

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 more
Source§

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

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
Source§

impl<T> Pointable for T

Source§

const ALIGN: usize

The alignment of pointer.
Source§

type Init = T

The type for initializers.
Source§

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
Source§

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
Source§

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
Source§

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
Source§

impl<T> ToOwned for T
where T: Clone,

Source§

type Owned = T

The resulting type after obtaining ownership.
Source§

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
Source§

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

Uses borrowed data to replace owned data, usually by cloning. Read more
Source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

Source§

type Error = Infallible

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
Source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

Source§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
Source§

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

Performs the conversion.