pub struct DayOfWeekProfile { /* private fields */ }Expand description
Mean bar return bucketed by local weekday (Monday 0 .. Sunday 6).
Each bar’s simple return close / previous_close - 1 is accumulated into the
bucket of its local weekday (the wall-clock day of
Candle::timestamp shifted by utc_offset_minutes), and the
profile reports the running mean per weekday. The first bar produces no output.
§Example
use wickra_core::{Candle, Indicator, DayOfWeekProfile};
let day = 24 * 3_600_000;
let mut prof = DayOfWeekProfile::new(0);
// 1970-01-01 was a Thursday (weekday 3).
assert!(prof.update(Candle::new(100.0, 100.0, 100.0, 100.0, 1.0, 0).unwrap()).is_none());
let out = prof.update(Candle::new(101.0, 101.0, 101.0, 101.0, 1.0, day).unwrap()).unwrap();
assert_eq!(out.bins.len(), 7);Implementations§
Source§impl DayOfWeekProfile
impl DayOfWeekProfile
Sourcepub const fn new(utc_offset_minutes: i32) -> Self
pub const fn new(utc_offset_minutes: i32) -> Self
Construct a Day-of-Week Profile with the given UTC offset (minutes).
Sourcepub const fn utc_offset_minutes(&self) -> i32
pub const fn utc_offset_minutes(&self) -> i32
Configured UTC offset in minutes.
Sourcepub fn value(&self) -> Option<&DayOfWeekProfileOutput>
pub fn value(&self) -> Option<&DayOfWeekProfileOutput>
Most recent profile if at least one return has been recorded.
Trait Implementations§
Source§impl Clone for DayOfWeekProfile
impl Clone for DayOfWeekProfile
Source§fn clone(&self) -> DayOfWeekProfile
fn clone(&self) -> DayOfWeekProfile
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 DayOfWeekProfile
impl Debug for DayOfWeekProfile
Source§impl Indicator for DayOfWeekProfile
impl Indicator for DayOfWeekProfile
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§type Output = DayOfWeekProfileOutput
type Output = DayOfWeekProfileOutput
Type of one output value.
Source§fn update(&mut self, candle: Candle) -> Option<DayOfWeekProfileOutput>
fn update(&mut self, candle: Candle) -> Option<DayOfWeekProfileOutput>
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 DayOfWeekProfile
impl RefUnwindSafe for DayOfWeekProfile
impl Send for DayOfWeekProfile
impl Sync for DayOfWeekProfile
impl Unpin for DayOfWeekProfile
impl UnsafeUnpin for DayOfWeekProfile
impl UnwindSafe for DayOfWeekProfile
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