Struct SessionVwap 

pub struct SessionVwap { /* private fields */ }

Volume-weighted average price reset at each local day boundary.

Each bar contributes its typical price (high + low + close) / 3 weighted by volume. The running VWAP is Σ(typical · volume) / Σ volume over the current session; if the session’s volume is still zero the indicator falls back to the latest typical price so the output is always finite. The session boundary is the wall-clock day of Candle::timestamp shifted by utc_offset_minutes.

Where crate::RollingVwap averages over a fixed bar window and crate::AnchoredVwap anchors at a caller-chosen bar, Session VWAP anchors at the automatically detected day open.

Example

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

let hour = 3_600_000;
let mut vwap = SessionVwap::new(0);
// typical = 100, volume 10.
vwap.update(Candle::new(100.0, 100.0, 100.0, 100.0, 10.0, 0).unwrap());
// typical = 110, volume 30 -> VWAP = (100*10 + 110*30) / 40 = 107.5.
let v = vwap.update(Candle::new(110.0, 110.0, 110.0, 110.0, 30.0, hour).unwrap()).unwrap();
assert!((v - 107.5).abs() < 1e-9);

Implementations

impl SessionVwap

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

Construct a Session VWAP 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<f64>

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

Trait Implementations

impl Clone for SessionVwap

fn clone(&self) -> SessionVwap

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SessionVwap

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

Formats the value using the given formatter.

impl Indicator for SessionVwap

type Input = Candle

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, 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.

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.