pub struct SessionRange { /* private fields */ }Expand description
Per-session high-low range, keyed off the wall-clock hour of
Candle::timestamp.
The local day (after shifting by utc_offset_minutes) is split into three
eight-hour sessions: Asia 00:00..08:00, EU 08:00..16:00, US
16:00..24:00. Each session accumulates its own high / low; the reported
range is high - low, or 0.0 before that session has seen a bar. All three
re-anchor automatically at the day boundary.
§Example
use wickra_core::{Candle, Indicator, SessionRange};
let hour = 3_600_000;
let mut sr = SessionRange::new(0);
// 02:00 UTC — Asia session.
sr.update(Candle::new(100.0, 104.0, 98.0, 101.0, 1.0, 2 * hour).unwrap());
// 10:00 UTC — EU session.
let v = sr.update(Candle::new(101.0, 110.0, 100.0, 109.0, 1.0, 10 * hour).unwrap()).unwrap();
assert_eq!(v.asia, 6.0);
assert_eq!(v.eu, 10.0);
assert_eq!(v.us, 0.0);Implementations§
Source§impl SessionRange
impl SessionRange
Sourcepub const fn new(utc_offset_minutes: i32) -> Self
pub const fn new(utc_offset_minutes: i32) -> Self
Construct a Session Range indicator 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 const fn value(&self) -> Option<SessionRangeOutput>
pub const fn value(&self) -> Option<SessionRangeOutput>
Most recent output if at least one bar has been seen.
Trait Implementations§
Source§impl Clone for SessionRange
impl Clone for SessionRange
Source§fn clone(&self) -> SessionRange
fn clone(&self) -> SessionRange
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 SessionRange
impl Debug for SessionRange
Source§impl Indicator for SessionRange
impl Indicator for SessionRange
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§type Output = SessionRangeOutput
type Output = SessionRangeOutput
Type of one output value.
Source§fn update(&mut self, candle: Candle) -> Option<SessionRangeOutput>
fn update(&mut self, candle: Candle) -> Option<SessionRangeOutput>
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 SessionRange
impl RefUnwindSafe for SessionRange
impl Send for SessionRange
impl Sync for SessionRange
impl Unpin for SessionRange
impl UnsafeUnpin for SessionRange
impl UnwindSafe for SessionRange
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