pub struct VolumeProfile { /* private fields */ }Expand description
Rolling Volume Profile over the last period candles.
Where crate::ValueArea reduces the same volume distribution to its
summary levels (Point of Control, Value Area High / Low), Volume Profile
exposes the full histogram so callers can inspect, render or post-process
the raw distribution. Each candle’s volume is spread uniformly across the
bins its [low, high] range touches; a single-print bar (low == high)
drops its whole volume into one bin. The histogram domain spans the window’s
lowest low to its highest high.
A window whose bars are all single-print at one price (price_high == price_low)
is degenerate: the entire volume lands in bin 0 and both edges collapse to
that price.
§Example
use wickra_core::{Candle, Indicator, VolumeProfile};
let mut vp = VolumeProfile::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 = vp.update(candle);
}
let profile = last.unwrap();
assert_eq!(profile.bins.len(), 10);Implementations§
Source§impl VolumeProfile
impl VolumeProfile
Trait Implementations§
Source§impl Clone for VolumeProfile
impl Clone for VolumeProfile
Source§fn clone(&self) -> VolumeProfile
fn clone(&self) -> VolumeProfile
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 VolumeProfile
impl Debug for VolumeProfile
Source§impl Indicator for VolumeProfile
impl Indicator for VolumeProfile
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§type Output = VolumeProfileOutput
type Output = VolumeProfileOutput
Type of one output value.
Source§fn update(&mut self, candle: Candle) -> Option<VolumeProfileOutput>
fn update(&mut self, candle: Candle) -> Option<VolumeProfileOutput>
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 VolumeProfile
impl RefUnwindSafe for VolumeProfile
impl Send for VolumeProfile
impl Sync for VolumeProfile
impl Unpin for VolumeProfile
impl UnsafeUnpin for VolumeProfile
impl UnwindSafe for VolumeProfile
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