Struct VolumeRsi 

pub struct VolumeRsi { /* private fields */ }

Volume RSI — the Relative Strength Index computed on volume changes instead of price changes.

Wilder’s Rsi measures the balance of up- versus down-price moves; the Volume RSI applies the identical accumulator to the bar-over-bar change in volume:

change_t = volume_t − volume_{t−1}
gain     = max(change, 0),  loss = max(−change, 0)
avg_gain, avg_loss = Wilder-smoothed over `period`
VolumeRSI = 100 * avg_gain / (avg_gain + avg_loss)

Readings above 50 mean volume is expanding (more was added than removed over the smoothing window) and tend to confirm the prevailing move; readings below 50 mark contracting participation. Output is bounded in [0, 100]; a stretch of unchanged volume drives both averages to 0 and the indicator reports the neutral 50 rather than an undefined 0 / 0.

Only the candle’s volume is used. The first bar sets the previous volume, then period changes seed Wilder’s averages, so the first value lands after period + 1 inputs. Each update is O(1).

Example

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

let mut indicator = VolumeRsi::new(14).unwrap();
let mut last = None;
for i in 0..40 {
    let v = 1_000.0 + (f64::from(i) * 0.3).sin() * 400.0;
    let c = Candle::new(100.0, 101.0, 99.0, 100.5, v, 0).unwrap();
    last = indicator.update(c);
}
assert!(last.is_some());

Implementations

impl VolumeRsi

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

Construct a Volume RSI with the given Wilder smoothing period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured smoothing period.

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

Current value if available.

Trait Implementations

impl Clone for VolumeRsi

fn clone(&self) -> VolumeRsi

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VolumeRsi

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

Formats the value using the given formatter.

impl Indicator for VolumeRsi

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.