pub struct McClellanSummationIndex { /* private fields */ }Expand description
McClellan Summation Index — the running cumulative sum of the
McClellanOscillator.
Where the oscillator measures the momentum of breadth, the summation index integrates it into a longer-term breadth trend: it rises while the oscillator is positive and falls while it is negative, so it behaves like a slow, smoothed advance/decline line. Sustained readings far above or below zero mark strong bull or bear breadth regimes, and crosses of the zero line are read as major trend changes.
The index embeds a McClellanOscillator and adds its value on every tick.
Because the oscillator seeds to 0.0 on the first tick, the summation index
also starts at 0.0 and is defined from the first update
(warmup_period == 1).
Input = CrossSection, Output = f64.
§Example
use wickra_core::{CrossSection, Indicator, McClellanSummationIndex, Member};
let mut msi = McClellanSummationIndex::new();
let tick = CrossSection::new(
vec![
Member::new(1.0, 10.0, false, false),
Member::new(-1.0, 10.0, false, false),
],
0,
)
.unwrap();
// First tick: oscillator seeds to 0, so the summation index is 0.
assert_eq!(msi.update(tick), Some(0.0));Implementations§
Trait Implementations§
Source§impl Clone for McClellanSummationIndex
impl Clone for McClellanSummationIndex
Source§fn clone(&self) -> McClellanSummationIndex
fn clone(&self) -> McClellanSummationIndex
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 McClellanSummationIndex
impl Debug for McClellanSummationIndex
Source§impl Default for McClellanSummationIndex
impl Default for McClellanSummationIndex
Source§fn default() -> McClellanSummationIndex
fn default() -> McClellanSummationIndex
Returns the “default value” for a type. Read more
Source§impl Indicator for McClellanSummationIndex
impl Indicator for McClellanSummationIndex
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 McClellanSummationIndex
impl RefUnwindSafe for McClellanSummationIndex
impl Send for McClellanSummationIndex
impl Sync for McClellanSummationIndex
impl Unpin for McClellanSummationIndex
impl UnsafeUnpin for McClellanSummationIndex
impl UnwindSafe for McClellanSummationIndex
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