pub struct TpoProfile { /* private fields */ }Expand description
Rolling TPO (Time Price Opportunity) Profile over the last period candles.
Where crate::VolumeProfile distributes each bar’s volume across the
bins it touches, the TPO profile counts time: every period that trades at a
price level contributes exactly one TPO mark there, regardless of how much
volume it carried. The result highlights the prices the market spent the most
time at — the market-profile bell curve. Each touched bin receives a full
+1 per period (no sharing), so a wide-range bar marks every level it spans.
A window whose bars are all single-print at one price (price_high == price_low)
is degenerate: every period’s mark lands in bin 0 and both edges collapse to
that price.
§Example
use wickra_core::{Candle, Indicator, TpoProfile};
let mut tpo = TpoProfile::new(5, 10).unwrap();
let mut last = None;
for i in 0..10 {
let base = 100.0 + f64::from(i);
let candle =
Candle::new(base, base + 2.0, base - 2.0, base, 10.0, i64::from(i)).unwrap();
last = tpo.update(candle);
}
let profile = last.unwrap();
assert_eq!(profile.counts.len(), 10);Implementations§
Source§impl TpoProfile
impl TpoProfile
Trait Implementations§
Source§impl Clone for TpoProfile
impl Clone for TpoProfile
Source§fn clone(&self) -> TpoProfile
fn clone(&self) -> TpoProfile
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for TpoProfile
impl Debug for TpoProfile
Source§impl Indicator for TpoProfile
impl Indicator for TpoProfile
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§type Output = TpoProfileOutput
type Output = TpoProfileOutput
Type of one output value.
Source§fn update(&mut self, candle: Candle) -> Option<TpoProfileOutput>
fn update(&mut self, candle: Candle) -> Option<TpoProfileOutput>
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 TpoProfile
impl RefUnwindSafe for TpoProfile
impl Send for TpoProfile
impl Sync for TpoProfile
impl Unpin for TpoProfile
impl UnsafeUnpin for TpoProfile
impl UnwindSafe for TpoProfile
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