Struct SessionHighLow 

pub struct SessionHighLow { /* private fields */ }

Running high / low of the current session, keyed off the wall-clock day of Candle::timestamp.

Unlike crate::OpeningRange or crate::InitialBalance, which require the caller to invoke reset() at every session boundary, this indicator detects the boundary itself: whenever a candle falls on a different local calendar day (after shifting by utc_offset_minutes) the high / low are re-anchored to that candle. utc_offset_minutes lets callers align the day boundary to an exchange session — 0 for UTC, -300 for U.S. Eastern standard time.

Example

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

// One bar per hour; the day rolls over after 24 bars at UTC.
let mut shl = SessionHighLow::new(0);
let hour = 3_600_000;
shl.update(Candle::new(100.0, 105.0, 99.0, 101.0, 1.0, 0).unwrap());
let v = shl.update(Candle::new(101.0, 108.0, 100.0, 107.0, 1.0, hour).unwrap()).unwrap();
assert_eq!(v.high, 108.0);
assert_eq!(v.low, 99.0);
// A bar on the next day re-anchors to that bar alone.
let v = shl.update(Candle::new(50.0, 51.0, 49.0, 50.0, 1.0, 24 * hour).unwrap()).unwrap();
assert_eq!(v.high, 51.0);
assert_eq!(v.low, 49.0);

Implementations

impl SessionHighLow

pub const fn new(utc_offset_minutes: i32) -> Self

Construct a Session High/Low indicator with the given UTC offset (minutes).

pub const fn utc_offset_minutes(&self) -> i32

Configured UTC offset in minutes.

pub const fn value(&self) -> Option<SessionHighLowOutput>

Most recent output if at least one bar has been seen.

Trait Implementations

impl Clone for SessionHighLow

fn clone(&self) -> SessionHighLow

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SessionHighLow

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

Formats the value using the given formatter.

impl Indicator for SessionHighLow

type Input = Candle

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = SessionHighLowOutput

Type of one output value.

fn update(&mut self, candle: Candle) -> Option<SessionHighLowOutput>

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.