pub struct HighLowRange { /* private fields */ }Expand description
High-Low Range — the bar’s high-low range expressed as a fraction of its close price.
HighLowRange = (high − low) / closeA scale-free, single-bar volatility proxy: the absolute range high − low
grows with the nominal price level, so dividing by the close makes a 2$
range on a 100$ instrument (0.02) directly comparable to a 200$ range
on a 10000$ one (0.02). It is the per-bar cousin of average-true-range
style measures without the smoothing — useful as an instant intrabar
volatility read or a normaliser for other features. The output is ≥ 0
for positive prices. A zero close carries no scale and yields 0.
This is a stateless per-bar transform: every candle produces one value.
§Example
use wickra_core::{Candle, Indicator, HighLowRange};
let mut indicator = HighLowRange::new();
// range 104 - 98 = 6, close 100 -> 0.06.
let c = Candle::new(99.0, 104.0, 98.0, 100.0, 10.0, 0).unwrap();
assert!((indicator.update(c).unwrap() - 0.06).abs() < 1e-12);Implementations§
Source§impl HighLowRange
impl HighLowRange
Trait Implementations§
Source§impl Clone for HighLowRange
impl Clone for HighLowRange
Source§fn clone(&self) -> HighLowRange
fn clone(&self) -> HighLowRange
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 HighLowRange
impl Debug for HighLowRange
Source§impl Default for HighLowRange
impl Default for HighLowRange
Source§fn default() -> HighLowRange
fn default() -> HighLowRange
Returns the “default value” for a type. Read more
Source§impl Indicator for HighLowRange
impl Indicator for HighLowRange
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§fn update(&mut self, candle: Candle) -> Option<f64>
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.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 HighLowRange
impl RefUnwindSafe for HighLowRange
impl Send for HighLowRange
impl Sync for HighLowRange
impl Unpin for HighLowRange
impl UnsafeUnpin for HighLowRange
impl UnwindSafe for HighLowRange
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