Struct BetterVolume 

pub struct BetterVolume { /* private fields */ }

Better Volume — a Volume-Spread-Analysis (VSA) “effort versus result” oscillator: how much volume (effort) a bar spent relative to the price range (result) it achieved, both normalised against their own recent averages.

range_t   = high_t − low_t
rel_vol   = volume_t / SMA(volume, period)
rel_range = range_t  / SMA(range,  period)
BetterVol = rel_vol − rel_range

Volume-Spread Analysis (Wyckoff, popularised by Tom Williams) reads markets through the relationship between effort (volume) and result (the bar’s spread). A bar with heavy volume but a narrow range — rel_vol high while rel_range low, so the oscillator is positive — is churn: large effort produced little movement, the hallmark of absorption (supply meeting demand at a top, or vice versa at a bottom). A bar that travels far on light volume — negative oscillator — shows ease of movement, a trend meeting no resistance.

Both legs are normalised by their period simple moving averages (including the current bar), so the output is centred near 0 and self-scales to the instrument. A degenerate average of 0 makes its leg 0 rather than dividing by zero. The first value lands after period inputs. Each update is O(1).

Example

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

let mut indicator = BetterVolume::new(20).unwrap();
let mut last = None;
for i in 0..60 {
    let base = 100.0 + f64::from(i);
    let c = Candle::new(base, base + 2.0, base - 2.0, base + 0.5, 1_000.0, 0).unwrap();
    last = indicator.update(c);
}
assert!(last.is_some());

Implementations

impl BetterVolume

pub fn new(period: usize) -> Result<Self>

Construct a new Better Volume oscillator with the given averaging period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured averaging period.

pub const fn value(&self) -> Option<f64>

Current value if available.

Trait Implementations

impl Clone for BetterVolume

fn clone(&self) -> BetterVolume

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BetterVolume

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

Formats the value using the given formatter.

impl Indicator for BetterVolume

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.