pub struct WickRatio { /* private fields */ }Expand description
Wick Ratio — the signed imbalance between the upper and lower shadows as a fraction of the bar’s range.
upper_wick = high − max(open, close)
lower_wick = min(open, close) − low
WickRatio = (upper_wick − lower_wick) / (high − low)The result lives in [−1, +1]: +1 is a bar that is all upper shadow (a
long rejection of higher prices, classic shooting-star geometry), −1 all
lower shadow (a long rejection of lower prices, hammer geometry), and 0
either a symmetric bar or a wickless one. Where
BodySizePct measures how much of the range is body,
this measures which side the wicks fall on — the rejection asymmetry many
reversal setups depend on. A zero-range bar yields 0.
This is a stateless per-bar transform: every candle produces one value.
§Example
use wickra_core::{Candle, Indicator, WickRatio};
let mut indicator = WickRatio::new();
// upper 13 - 10.5 = 2.5, lower 10 - 10 = 0, range 3 -> +0.8333.
let c = Candle::new(10.0, 13.0, 10.0, 10.5, 10.0, 0).unwrap();
assert!((indicator.update(c).unwrap() - 2.5 / 3.0).abs() < 1e-12);Implementations§
Trait Implementations§
Source§impl Indicator for WickRatio
impl Indicator for WickRatio
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 WickRatio
impl RefUnwindSafe for WickRatio
impl Send for WickRatio
impl Sync for WickRatio
impl Unpin for WickRatio
impl UnsafeUnpin for WickRatio
impl UnwindSafe for WickRatio
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