Struct HighLowIndex 

pub struct HighLowIndex { /* private fields */ }

High-Low Index — a simple moving average of the record high percent, 100 * new_highs / (new_highs + new_lows).

The record high percent is the share of new-extreme issues that are new highs rather than new lows; smoothing it over a window (the classic period is 10) gives the High-Low Index. Readings above 50 mean new highs dominate (a healthy, broadening trend), readings below 50 mean new lows dominate. The 30 and 70 lines are watched as oversold / overbought breadth thresholds.

Each tick floors the new-extreme count to one, so a tick with no new highs or lows contributes a defined 0.0 instead of dividing by zero. The reading is None until period ticks have been seen.

Input = CrossSection, Output = f64 (a percentage in 0..=100), warmup_period == period.

Example

use wickra_core::{CrossSection, HighLowIndex, Indicator, Member};

let mut hli = HighLowIndex::new(2).unwrap();
let highs = CrossSection::new(vec![Member::new(1.0, 1.0, true, false)], 0).unwrap();
assert_eq!(hli.update(highs.clone()), None); // warming up
assert_eq!(hli.update(highs), Some(100.0)); // all new highs

Implementations

impl HighLowIndex

pub fn new(period: usize) -> Result<Self>

Construct a new High-Low Index over the given window length.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured window length.

Trait Implementations

impl Clone for HighLowIndex

fn clone(&self) -> HighLowIndex

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for HighLowIndex

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Indicator for HighLowIndex

type Input = CrossSection

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = f64

Type of one output value.

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.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.