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PivotReversal

Struct PivotReversal 

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pub struct PivotReversal { /* private fields */ }
Expand description

Pivot Reversal — emits a reversal breakout signal when price closes through the most recently confirmed swing pivot.

pivot high: a bar whose high is strictly above the `left` bars before and the
            `right` bars after it (confirmed `right` bars late)
pivot low : the mirror on lows
signal = +1 when close crosses above the last confirmed pivot high
signal = −1 when close crosses below the last confirmed pivot low
signal =  0 otherwise

Unlike WilliamsFractals, which merely marks the swing points, Pivot Reversal turns them into an actionable entry: once a swing high is confirmed it becomes a breakout trigger — a close back above it signals a bullish reversal — and likewise a close below a confirmed swing low signals a bearish reversal. This is the logic of the classic “Pivot Reversal” strategy. Signals fire only on the crossing bar, not while price sits beyond the level.

The first signal can appear once left + right + 1 bars exist (a pivot needs neighbours on both sides). The output is +1 / 0 / −1. Each update is O(left + right).

§Example

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

let mut indicator = PivotReversal::new(2, 2).unwrap();
let mut fired = false;
for i in 0..60 {
    let base = 100.0 + (f64::from(i) * 0.4).sin() * 5.0;
    let c = Candle::new(base, base + 1.0, base - 1.0, base, 1_000.0, 0).unwrap();
    match indicator.update(c) {
        Some(s) if s != 0.0 => fired = true,
        _ => {}
    }
}
let _ = fired;

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impl PivotReversal

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pub fn new(left: usize, right: usize) -> Result<Self>

Construct a Pivot Reversal with left bars before and right bars after the pivot.

§Errors

Returns Error::PeriodZero if left or right is 0.

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pub const fn params(&self) -> (usize, usize)

Configured (left, right) strengths.

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

Most recent confirmed pivot-high level, if any.

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

Most recent confirmed pivot-low level, if any.

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

Current value if available.

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impl Clone for PivotReversal

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fn clone(&self) -> PivotReversal

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for PivotReversal

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

Formats the value using the given formatter. Read more
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impl Indicator for PivotReversal

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type Input = Candle

Type of one input data point (typically f64 for a price, or Candle / Tick).
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type Output = f64

Type of one output value.
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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.
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fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.
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fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.
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fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.
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fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.

Auto Trait Implementations§

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> BatchExt for T
where T: Indicator,

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fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
where Self::Input: Clone,

Run the indicator over a slice of inputs in order, returning one output (or None during warmup) per input.
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fn batch_parallel<F>( inputs_per_asset: &[Vec<Self::Input>], make: F, ) -> Vec<Vec<Option<Self::Output>>>
where Self: Sized + Send, Self::Input: Sync + Clone, Self::Output: Send, F: Fn() -> Self + Sync + Send,

Available on crate feature parallel only.
Run an independent copy of the indicator over each input series in parallel. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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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 more
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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

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
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impl<T> Pointable for T

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const ALIGN: usize

The alignment of pointer.
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type Init = T

The type for initializers.
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unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
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unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
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unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
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unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.