pub struct AdvanceDecline { /* private fields */ }Expand description
Advance/Decline Line (A/D Line) — the running cumulative sum of net advancing issues across a universe.
On each CrossSection tick the net breadth is advancers - decliners:
the number of symbols with a positive price change minus the number with a
negative change (unchanged symbols are ignored). The line accumulates this
net value over time, so a rising line means advancers have persistently
outnumbered decliners — broad participation — while a falling line warns that
a rally is being carried by fewer and fewer names (a breadth divergence when
the index itself is still rising).
Input = CrossSection, Output = f64. The line is defined from the very
first tick, so warmup_period == 1 and the indicator is ready after one
update.
§Example
use wickra_core::{AdvanceDecline, CrossSection, Indicator, Member};
let mut ad = AdvanceDecline::new();
// 3 advancers, 1 decliner -> net +2.
let tick = CrossSection::new(
vec![
Member::new(1.0, 10.0, false, false),
Member::new(0.5, 10.0, false, false),
Member::new(2.0, 10.0, false, false),
Member::new(-1.0, 10.0, false, false),
],
0,
)
.unwrap();
assert_eq!(ad.update(tick), Some(2.0));Implementations§
Trait Implementations§
Source§impl Clone for AdvanceDecline
impl Clone for AdvanceDecline
Source§fn clone(&self) -> AdvanceDecline
fn clone(&self) -> AdvanceDecline
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 AdvanceDecline
impl Debug for AdvanceDecline
Source§impl Default for AdvanceDecline
impl Default for AdvanceDecline
Source§fn default() -> AdvanceDecline
fn default() -> AdvanceDecline
Returns the “default value” for a type. Read more
Source§impl Indicator for AdvanceDecline
impl Indicator for AdvanceDecline
Source§type Input = CrossSection
type Input = CrossSection
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§fn update(&mut self, section: CrossSection) -> Option<f64>
fn update(&mut self, section: CrossSection) -> 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 AdvanceDecline
impl RefUnwindSafe for AdvanceDecline
impl Send for AdvanceDecline
impl Sync for AdvanceDecline
impl Unpin for AdvanceDecline
impl UnsafeUnpin for AdvanceDecline
impl UnwindSafe for AdvanceDecline
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