pub struct NewHighsNewLows { /* private fields */ }Expand description
New Highs − New Lows — the number of symbols printing a new period high minus the number printing a new period low across a universe.
On each CrossSection tick the value is new_highs - new_lows, read from the
per-symbol new_high / new_low flags. A persistently positive reading means
fresh leadership is broad (many names making new highs); a negative reading
during an index advance is a classic breadth divergence warning that the rally
is narrowing.
Input = CrossSection, Output = f64, warmup_period == 1.
§Example
use wickra_core::{CrossSection, Indicator, Member, NewHighsNewLows};
let mut nhnl = NewHighsNewLows::new();
// 2 new highs, 1 new low -> net +1.
let tick = CrossSection::new(
vec![
Member::new(1.0, 10.0, true, false),
Member::new(1.0, 10.0, true, false),
Member::new(-1.0, 10.0, false, true),
],
0,
)
.unwrap();
assert_eq!(nhnl.update(tick), Some(1.0));Implementations§
Trait Implementations§
Source§impl Clone for NewHighsNewLows
impl Clone for NewHighsNewLows
Source§fn clone(&self) -> NewHighsNewLows
fn clone(&self) -> NewHighsNewLows
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for NewHighsNewLows
impl Debug for NewHighsNewLows
Source§impl Default for NewHighsNewLows
impl Default for NewHighsNewLows
Source§fn default() -> NewHighsNewLows
fn default() -> NewHighsNewLows
Returns the “default value” for a type. Read more
Source§impl Indicator for NewHighsNewLows
impl Indicator for NewHighsNewLows
Source§type Input = CrossSection
type Input = CrossSection
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§fn update(&mut self, section: CrossSection) -> Option<f64>
fn update(&mut self, section: CrossSection) -> 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.Source§fn reset(&mut self)
fn reset(&mut self)
Reset all internal state, leaving the indicator equivalent to a freshly
constructed instance with the same parameters.
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
Number of inputs required before the first non-
None output can be produced.Auto Trait Implementations§
impl Freeze for NewHighsNewLows
impl RefUnwindSafe for NewHighsNewLows
impl Send for NewHighsNewLows
impl Sync for NewHighsNewLows
impl Unpin for NewHighsNewLows
impl UnsafeUnpin for NewHighsNewLows
impl UnwindSafe for NewHighsNewLows
Blanket Implementations§
Source§impl<T> BatchExt for Twhere
T: Indicator,
impl<T> BatchExt for Twhere
T: Indicator,
Source§fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
Run the indicator over a slice of inputs in order, returning one output (or
None during warmup) per input.Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
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 moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
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