Struct IntradayIntensity 

pub struct IntradayIntensity { /* private fields */ }

Intraday Intensity Index — David Bostian’s cumulative line that weights each bar’s volume by where the close lands inside the bar’s range.

II_t  = volume * (2*close − high − low) / (high − low)   (0 if high == low)
III_t = III_{t−1} + II_t

The fraction (2*close − high − low) / (high − low) is +1 when the bar closes on its high, −1 when it closes on its low, and 0 at the midpoint. Scaling it by volume and accumulating produces a running measure of how aggressively the close is being pushed toward the extremes — Bostian’s proxy for institutional accumulation (rising line) or distribution (falling line).

This is the cumulative Intraday Intensity (the original index), not the normalized “Intraday Intensity %” — the latter divides a windowed sum of II by a windowed sum of volume and is mathematically identical to Cmf, so it is not duplicated here. The level of this line is arbitrary; only its slope and divergences against price matter. A doji whose high == low contributes nothing. Each update is O(1) and the first bar already emits a value.

Example

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

let mut indicator = IntradayIntensity::new();
let mut last = None;
for i in 0..20 {
    let base = 100.0 + f64::from(i);
    let c = Candle::new(base, base + 1.0, base - 1.0, base + 0.9, 1_000.0, 0).unwrap();
    last = indicator.update(c);
}
assert!(last.is_some());

Implementations

impl IntradayIntensity

pub fn new() -> Self

Construct a new Intraday Intensity Index. The line is parameter-free.

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

Current value if available.

Trait Implementations

impl Clone for IntradayIntensity

fn clone(&self) -> IntradayIntensity

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for IntradayIntensity

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

Formats the value using the given formatter.

impl Default for IntradayIntensity

fn default() -> IntradayIntensity

Returns the “default value” for a type.

impl Indicator for IntradayIntensity

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.