Struct VolumeWeightedSr 

pub struct VolumeWeightedSr { /* private fields */ }

Volume-Weighted Support/Resistance — a band whose edges are the volume-weighted average of the recent highs (resistance) and lows (support), so the levels gravitate toward the prices where trading actually happened.

support    = Σ(low_i  · volume_i) / Σ volume_i      over the window
resistance = Σ(high_i · volume_i) / Σ volume_i      over the window

Plain high/low channels (e.g. Donchian) weight every bar equally, so a thin spike sets the boundary. Volume-weighting pulls the support and resistance toward the highs and lows that carried real volume — the prices the market agreed mattered — giving levels that tend to hold better. The distance between the two is a volume-aware range estimate. If the window’s volume is all zero the band falls back to the equal-weighted average high and low.

The first value lands after period inputs; each update is O(1).

Example

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

let mut indicator = VolumeWeightedSr::new(20).unwrap();
let mut last = None;
for i in 0..40 {
    let base = 100.0 + (f64::from(i) * 0.3).sin() * 5.0;
    let c = Candle::new(base, base + 2.0, base - 2.0, base, 1_000.0 + f64::from(i), 0).unwrap();
    last = indicator.update(c);
}
assert!(last.is_some());

Implementations

impl VolumeWeightedSr

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

Construct a volume-weighted S/R band over period bars.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured lookback period.

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

Current value if available.

Trait Implementations

impl Clone for VolumeWeightedSr

fn clone(&self) -> VolumeWeightedSr

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VolumeWeightedSr

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

Formats the value using the given formatter.

impl Indicator for VolumeWeightedSr

type Input = Candle

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

type Output = VolumeWeightedSrOutput

Type of one output value.

fn update(&mut self, candle: Candle) -> Option<VolumeWeightedSrOutput>

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.