Struct TurnOfMonth 

pub struct TurnOfMonth { /* private fields */ }

Turn-of-Month effect: the running mean of daily close-to-close returns for the sessions that fall in the turn-of-month window.

Each completed session (the wall-clock day of Candle::timestamp shifted by utc_offset_minutes) contributes its return close / previous_close - 1. Only sessions whose day-of-month is within the first n_first or last n_last days of their month are averaged; the rest are ignored. The classic effect uses n_first = 3, n_last = 1.

Example

use wickra_core::{Candle, Indicator, TurnOfMonth};

let day = 24 * 3_600_000;
// 2021-01-29 .. 02-02 — all turn-of-month days with n_first=3, n_last=1.
let mut tom = TurnOfMonth::new(3, 1, 0).unwrap();
let start = 1_611_878_400_000; // 2021-01-29 00:00 UTC
let mut last = None;
for (i, close) in [100.0, 101.0, 102.0, 103.0].iter().enumerate() {
    let ts = start + i as i64 * day;
    last = tom.update(Candle::new(*close, *close, *close, *close, 1.0, ts).unwrap());
}
assert!(last.is_some());

Implementations

impl TurnOfMonth

pub fn new(n_first: u32, n_last: u32, utc_offset_minutes: i32) -> Result<Self>

Construct a Turn-of-Month indicator.

Errors

Returns Error::PeriodZero if both n_first and n_last are zero (the window would never include a day).

pub fn classic() -> Self

Classic turn-of-month window: first 3 and last 1 day of the month.

pub const fn params(&self) -> (u32, u32, i32)

Configured (n_first, n_last, utc_offset_minutes).

pub fn value(&self) -> Option<f64>

Most recent mean turn-of-month return if any in-window day has completed.

Trait Implementations

impl Clone for TurnOfMonth

fn clone(&self) -> TurnOfMonth

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TurnOfMonth

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

Formats the value using the given formatter.

impl Indicator for TurnOfMonth

type Input = Candle

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, candle: Candle) -> 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.