Struct TradeVolumeIndex 

pub struct TradeVolumeIndex { /* private fields */ }

Trade Volume Index — a cumulative line that adds volume while price ticks up and subtracts it while price ticks down, where “up” and “down” are decided by a minimum tick value rather than any change.

change = close − prev_close
if  change >  min_tick:  direction = +1
if  change < −min_tick:  direction = −1
else:                    direction unchanged   (price is "churning")
TVI_t = TVI_{t−1} + direction * volume

The minimum tick value (MTV) is a dead-band: only moves larger than min_tick flip the accumulation direction, so a price drifting within the spread keeps adding volume in the last established direction instead of whipsawing. This is the cumulative-volume analogue of Obv, but with a noise filter and applied to close-to-close moves. Like all cumulative lines, only its slope and divergences against price carry meaning — the absolute level is arbitrary.

The first candle seeds the reference close and emits nothing; thereafter each bar emits the running total. Each update is O(1).

Example

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

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

Implementations

impl TradeVolumeIndex

pub fn new(min_tick: f64) -> Result<Self>

Construct a new Trade Volume Index with the given minimum tick value.

Errors

Returns Error::InvalidParameter if min_tick is not finite or is negative. A min_tick of 0 is allowed and makes every non-zero move flip the direction.

pub const fn min_tick(&self) -> f64

Configured minimum tick value.

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

Current value if available.

Trait Implementations

impl Clone for TradeVolumeIndex

fn clone(&self) -> TradeVolumeIndex

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TradeVolumeIndex

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

Formats the value using the given formatter.

impl Indicator for TradeVolumeIndex

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.