pub struct TickIndex { /* private fields */ }Expand description
TICK Index — the instantaneous net of advancing minus declining issues across
a universe, advancers - decliners.
Unlike the cumulative AdvanceDecline line, the TICK
is not accumulated: each tick reports the breadth of that snapshot alone. It
oscillates around zero — strongly positive readings mean a broad surge of
upticks (often an intraday overbought extreme), strongly negative readings a
broad flush. Traders fade extremes and watch the zero line for intraday bias.
Input = CrossSection, Output = f64, warmup_period == 1.
§Example
use wickra_core::{CrossSection, Indicator, Member, TickIndex};
let mut tick = TickIndex::new();
// 2 advancers, 5 decliners -> net -3.
let snapshot = 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!(tick.update(snapshot), Some(-3.0));Implementations§
Trait Implementations§
Source§impl Indicator for TickIndex
impl Indicator for TickIndex
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 TickIndex
impl RefUnwindSafe for TickIndex
impl Send for TickIndex
impl Sync for TickIndex
impl Unpin for TickIndex
impl UnsafeUnpin for TickIndex
impl UnwindSafe for TickIndex
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