pub struct Trin { /* private fields */ }Expand description
TRIN (Arms Index) — (advancers / decliners) / (advancing volume / declining volume).
The TRIN compares the breadth of a move in issues to the breadth of the move
in volume. A value near 1.0 means advancing issues and advancing volume are
in balance; a value below 1.0 is bullish (volume is concentrated in advancing
issues relative to their count); a value above 1.0 is bearish (declining
issues are absorbing disproportionate volume).
To stay finite on degenerate ticks the decliner count is floored to one and
both volume sums are floored to 1.0, so a tick with no declining issues or no
volume on one side still yields a defined reading instead of a division by
zero.
Input = CrossSection, Output = f64, warmup_period == 1.
§Example
use wickra_core::{CrossSection, Indicator, Member, Trin};
let mut trin = Trin::new();
// 3 advancers / 1 decliner = 3; adv vol 150 / dec vol 50 = 3; TRIN = 1.0.
let tick = CrossSection::new(
vec![
Member::new(1.0, 50.0, false, false),
Member::new(1.0, 50.0, false, false),
Member::new(1.0, 50.0, false, false),
Member::new(-1.0, 50.0, false, false),
],
0,
)
.unwrap();
assert_eq!(trin.update(tick), Some(1.0));Implementations§
Trait Implementations§
Source§impl Indicator for Trin
impl Indicator for Trin
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 Trin
impl RefUnwindSafe for Trin
impl Send for Trin
impl Sync for Trin
impl Unpin for Trin
impl UnsafeUnpin for Trin
impl UnwindSafe for Trin
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