pub struct AdVolumeLine { /* private fields */ }Expand description
Advance/Decline Volume Line (AD Volume Line) — the running cumulative sum of net advancing volume across a universe.
On each CrossSection tick the net is advancing volume - declining volume,
where advancing volume is the total volume of symbols with a positive change
and declining volume the total volume of symbols with a negative change. The
line accumulates this net over time, so a rising line means volume is flowing
into advancing issues (healthy participation) while a falling line warns that
declining issues are carrying the volume — the volume-weighted analogue of the
plain Advance/Decline Line.
Input = CrossSection, Output = f64, warmup_period == 1 (defined from the
first tick).
§Example
use wickra_core::{AdVolumeLine, CrossSection, Indicator, Member};
let mut adv = AdVolumeLine::new();
// advancing volume 150, declining volume 50 -> net +100.
let tick = CrossSection::new(
vec![
Member::new(1.0, 150.0, false, false),
Member::new(-1.0, 50.0, false, false),
],
0,
)
.unwrap();
assert_eq!(adv.update(tick), Some(100.0));Implementations§
Source§impl AdVolumeLine
impl AdVolumeLine
Trait Implementations§
Source§impl Clone for AdVolumeLine
impl Clone for AdVolumeLine
Source§fn clone(&self) -> AdVolumeLine
fn clone(&self) -> AdVolumeLine
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 AdVolumeLine
impl Debug for AdVolumeLine
Source§impl Default for AdVolumeLine
impl Default for AdVolumeLine
Source§fn default() -> AdVolumeLine
fn default() -> AdVolumeLine
Returns the “default value” for a type. Read more
Source§impl Indicator for AdVolumeLine
impl Indicator for AdVolumeLine
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 AdVolumeLine
impl RefUnwindSafe for AdVolumeLine
impl Send for AdVolumeLine
impl Sync for AdVolumeLine
impl Unpin for AdVolumeLine
impl UnsafeUnpin for AdVolumeLine
impl UnwindSafe for AdVolumeLine
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