pub struct AbsoluteBreadthIndex { /* private fields */ }Expand description
Absolute Breadth Index (ABI) — the absolute value of net advancing issues,
|advancers - decliners|.
The ABI ignores the direction of breadth and measures only its magnitude: a high reading means the universe moved decisively one way or the other (high internal activity / volatility), while a low reading means advances and declines were nearly balanced (a quiet, directionless market). It is sometimes called a “market thermometer” because elevated readings often cluster around turning points.
Input = CrossSection, Output = f64, warmup_period == 1.
§Example
use wickra_core::{AbsoluteBreadthIndex, CrossSection, Indicator, Member};
let mut abi = AbsoluteBreadthIndex::new();
// 2 advancers, 5 decliners -> |2 - 5| = 3.
let tick = CrossSection::new(
vec![
Member::new(1.0, 10.0, false, false),
Member::new(1.0, 10.0, false, false),
Member::new(-1.0, 10.0, false, false),
Member::new(-1.0, 10.0, false, false),
Member::new(-1.0, 10.0, false, false),
Member::new(-1.0, 10.0, false, false),
Member::new(-1.0, 10.0, false, false),
],
0,
)
.unwrap();
assert_eq!(abi.update(tick), Some(3.0));Implementations§
Trait Implementations§
Source§impl Clone for AbsoluteBreadthIndex
impl Clone for AbsoluteBreadthIndex
Source§fn clone(&self) -> AbsoluteBreadthIndex
fn clone(&self) -> AbsoluteBreadthIndex
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 AbsoluteBreadthIndex
impl Debug for AbsoluteBreadthIndex
Source§impl Default for AbsoluteBreadthIndex
impl Default for AbsoluteBreadthIndex
Source§fn default() -> AbsoluteBreadthIndex
fn default() -> AbsoluteBreadthIndex
Returns the “default value” for a type. Read more
Source§impl Indicator for AbsoluteBreadthIndex
impl Indicator for AbsoluteBreadthIndex
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 AbsoluteBreadthIndex
impl RefUnwindSafe for AbsoluteBreadthIndex
impl Send for AbsoluteBreadthIndex
impl Sync for AbsoluteBreadthIndex
impl Unpin for AbsoluteBreadthIndex
impl UnsafeUnpin for AbsoluteBreadthIndex
impl UnwindSafe for AbsoluteBreadthIndex
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