pub struct CloseVsOpen { /* private fields */ }Expand description
Close vs Open — the bar’s body as a signed fraction of its open price.
CloseVsOpen = (close − open) / openA scale-free, signed measure of how far price travelled from open to close:
+0.02 is a bar that closed 2% above its open (a green bar), −0.02 the
mirror. Unlike BalanceOfPower — which normalises
the body by the bar range — this normalises by the open price, so it is
directly comparable to a return and stays meaningful across instruments of
different nominal price. A zero open carries no scale and yields 0.
This is a stateless per-bar transform: every candle produces one value.
§Example
use wickra_core::{Candle, Indicator, CloseVsOpen};
let mut indicator = CloseVsOpen::new();
// open 100, close 102 -> +0.02.
let c = Candle::new(100.0, 103.0, 99.0, 102.0, 10.0, 0).unwrap();
assert!((indicator.update(c).unwrap() - 0.02).abs() < 1e-12);Implementations§
Source§impl CloseVsOpen
impl CloseVsOpen
Trait Implementations§
Source§impl Clone for CloseVsOpen
impl Clone for CloseVsOpen
Source§fn clone(&self) -> CloseVsOpen
fn clone(&self) -> CloseVsOpen
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 CloseVsOpen
impl Debug for CloseVsOpen
Source§impl Default for CloseVsOpen
impl Default for CloseVsOpen
Source§fn default() -> CloseVsOpen
fn default() -> CloseVsOpen
Returns the “default value” for a type. Read more
Source§impl Indicator for CloseVsOpen
impl Indicator for CloseVsOpen
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 CloseVsOpen
impl RefUnwindSafe for CloseVsOpen
impl Send for CloseVsOpen
impl Sync for CloseVsOpen
impl Unpin for CloseVsOpen
impl UnsafeUnpin for CloseVsOpen
impl UnwindSafe for CloseVsOpen
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