Struct CumulativeVolumeIndex 

pub struct CumulativeVolumeIndex { /* private fields */ }

Cumulative Volume Index (CVI) — the running total of volume-normalised net advancing volume across a universe.

On each CrossSection tick the increment is (advancing volume - declining volume) / total volume: the share of the tick’s total volume that flowed, net, into advancing issues. The index accumulates this share over time. Where the raw AdVolumeLine sums absolute net volume — and so drifts with secular growth in trading activity — the CVI normalises each tick by its own total volume, so a one-share-net day in a thin market counts the same as in a heavy one. This keeps the index comparable across regimes of very different volume.

When a tick has zero total volume the net is necessarily zero too, so the increment is zero and the index is unchanged (the divisor is floored to the smallest positive f64 purely to keep the division defined).

Input = CrossSection, Output = f64, warmup_period == 1.

Example

use wickra_core::{CrossSection, CumulativeVolumeIndex, Indicator, Member};

let mut cvi = CumulativeVolumeIndex::new();
// adv vol 150, dec vol 50, total 200 -> (150 - 50) / 200 = 0.5.
let tick = CrossSection::new(
    vec![
        Member::new(1.0, 150.0, false, false),
        Member::new(-1.0, 50.0, false, false),
    ],
    0,
)
.unwrap();
assert_eq!(cvi.update(tick), Some(0.5));

Implementations

impl CumulativeVolumeIndex

pub const fn new() -> Self

Construct a new Cumulative Volume Index indicator.

Trait Implementations

impl Clone for CumulativeVolumeIndex

fn clone(&self) -> CumulativeVolumeIndex

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CumulativeVolumeIndex

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

Formats the value using the given formatter.

impl Default for CumulativeVolumeIndex

fn default() -> CumulativeVolumeIndex

Returns the “default value” for a type.

impl Indicator for CumulativeVolumeIndex

type Input = CrossSection

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, section: CrossSection) -> 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.