pub struct PercentAboveMa { /* private fields */ }Expand description
Percent Above Moving Average — the percentage of symbols in a universe that are trading above their reference moving average.
On each CrossSection tick the value is 100 * above_ma_count / universe size, read from the per-symbol above_ma flag (the caller decides which MA —
50-day, 200-day — when it builds the tick). It is a bounded 0..=100 breadth
gauge: readings near 100 mean almost the whole universe is in an uptrend
(broad participation, but also a potential overbought extreme), readings near
zero mark washouts. Crosses of the 50 line are read as bull/bear regime flips.
Input = CrossSection, Output = f64 (a percentage in 0..=100),
warmup_period == 1. The universe is non-empty by construction, so the share
is always defined.
§Example
use wickra_core::{CrossSection, Indicator, Member, PercentAboveMa};
let mut pct = PercentAboveMa::new();
// 3 of 4 symbols above their MA -> 75%.
let tick = CrossSection::new(
vec![
Member::with_signals(1.0, 10.0, false, false, true, false),
Member::with_signals(1.0, 10.0, false, false, true, false),
Member::with_signals(-1.0, 10.0, false, false, true, false),
Member::with_signals(-1.0, 10.0, false, false, false, false),
],
0,
)
.unwrap();
assert_eq!(pct.update(tick), Some(75.0));Implementations§
Trait Implementations§
Source§impl Clone for PercentAboveMa
impl Clone for PercentAboveMa
Source§fn clone(&self) -> PercentAboveMa
fn clone(&self) -> PercentAboveMa
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 PercentAboveMa
impl Debug for PercentAboveMa
Source§impl Default for PercentAboveMa
impl Default for PercentAboveMa
Source§fn default() -> PercentAboveMa
fn default() -> PercentAboveMa
Returns the “default value” for a type. Read more
Source§impl Indicator for PercentAboveMa
impl Indicator for PercentAboveMa
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 PercentAboveMa
impl RefUnwindSafe for PercentAboveMa
impl Send for PercentAboveMa
impl Sync for PercentAboveMa
impl Unpin for PercentAboveMa
impl UnsafeUnpin for PercentAboveMa
impl UnwindSafe for PercentAboveMa
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