pub struct DisparityIndex { /* private fields */ }Expand description
Disparity Index — the percentage gap between price and its moving average.
Disparity = 100 * (price - SMA(price, period)) / SMA(price, period)Originating in Japanese technical analysis (kairi), the disparity index
expresses how far price has stretched from its period-bar simple moving
average, as a percentage of that average. Positive readings mean price is
above the mean (potentially overbought / strong), negative readings mean it
is below (potentially oversold / weak); the magnitude measures how
over-extended the move is.
The first output lands once the inner SMA is ready (input period). If the
moving average is exactly zero the gap percentage is undefined and the index
returns 0.0.
§Example
use wickra_core::{DisparityIndex, Indicator};
let mut indicator = DisparityIndex::new(14).unwrap();
let mut last = None;
for i in 0..80 {
last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Clone for DisparityIndex
impl Clone for DisparityIndex
Source§fn clone(&self) -> DisparityIndex
fn clone(&self) -> DisparityIndex
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 DisparityIndex
impl Debug for DisparityIndex
Source§impl Indicator for DisparityIndex
impl Indicator for DisparityIndex
Source§fn update(&mut self, input: f64) -> Option<f64>
fn update(&mut self, input: f64) -> 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 DisparityIndex
impl RefUnwindSafe for DisparityIndex
impl Send for DisparityIndex
impl Sync for DisparityIndex
impl Unpin for DisparityIndex
impl UnsafeUnpin for DisparityIndex
impl UnwindSafe for DisparityIndex
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