pub struct StochasticCci { /* private fields */ }Expand description
Stochastic CCI — the stochastic oscillator computed over the
Cci instead of price.
The CCI is unbounded and spends most of its time inside ±100, which makes
fixed overbought/oversold lines awkward. Running a stochastic over the CCI
re-scales it to [0, 100] relative to its own recent range, turning it into
a bounded, self-normalising momentum oscillator:
cci = CCI(typical price, period)
%K = 100 * (cci - lowest(cci, period)) / (highest(cci, period) - lowest(cci, period))The same period is used for the CCI and the stochastic lookback. When the
CCI range over the window is zero (a flat market, where the CCI is pinned at
0) the oscillator returns the neutral 50. The first value lands after
2·period − 1 bars: period to seed the CCI, then period CCI values to
fill the stochastic window.
§Example
use wickra_core::{Candle, StochasticCci, Indicator};
let mut sc = StochasticCci::new(14).unwrap();
let mut last = None;
for i in 0..60 {
let base = 100.0 + (f64::from(i) * 0.3).sin() * 10.0;
let c = Candle::new(base, base + 1.0, base - 1.0, base, 1.0, i64::from(i)).unwrap();
last = sc.update(c);
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Clone for StochasticCci
impl Clone for StochasticCci
Source§fn clone(&self) -> StochasticCci
fn clone(&self) -> StochasticCci
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 StochasticCci
impl Debug for StochasticCci
Source§impl Indicator for StochasticCci
impl Indicator for StochasticCci
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 StochasticCci
impl RefUnwindSafe for StochasticCci
impl Send for StochasticCci
impl Sync for StochasticCci
impl Unpin for StochasticCci
impl UnsafeUnpin for StochasticCci
impl UnwindSafe for StochasticCci
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