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NewPriceLines

Struct NewPriceLines 

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

New Price Lines — the Japanese “shinne” (new-price) exhaustion count: when the close has made count consecutive new highs (or lows), the trend is considered stretched and ripe for a pause or reversal.

consecutive higher closes form "new price lines" up
consecutive lower  closes form "new price lines" down
signal = −1 once `count` consecutive higher closes (overbought / sell warning)
signal = +1 once `count` consecutive lower  closes (oversold / buy warning)
signal =  0 otherwise

Traditional Japanese practice flags eight new price lines (and a stronger ten or twelve) as the point where a directional run becomes exhausted — the market has gone up (or down) so many bars in a row that a corrective pause is statistically due. The signal stays active for every bar the streak remains at or above count, and clears the moment a close breaks the streak.

The first value lands on the second bar (one prior close is needed). The output is +1 / 0 / −1. Each update is O(1).

§Example

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

let mut indicator = NewPriceLines::new(8).unwrap();
let mut last = None;
for i in 0..12 {
    let close = 100.0 + f64::from(i); // 11 consecutive higher closes
    let c = Candle::new(close, close, close, close, 1_000.0, 0).unwrap();
    last = indicator.update(c);
}
assert_eq!(last, Some(-1.0));

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impl NewPriceLines

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

Construct a New Price Lines counter that fires at count consecutive new closes (classic 8, stronger 10/12).

§Errors

Returns Error::InvalidPeriod if count < 2.

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pub const fn count(&self) -> usize

Configured count threshold.

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

Current consecutive streak (up, down).

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

Current value if available.

Trait Implementations§

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impl Clone for NewPriceLines

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fn clone(&self) -> NewPriceLines

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 NewPriceLines

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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 NewPriceLines

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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.

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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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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

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unsafe fn drop(ptr: usize)

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type Owned = 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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