Struct OpenInterestMomentum 

pub struct OpenInterestMomentum { /* private fields */ }

Open-Interest Momentum — the percentage rate of change of open interest over a period-tick lookback.

OIM = 100 · (OI_t − OI_{t−period}) / OI_{t−period}

Where OIDelta reports the single-tick change in open interest, OI Momentum measures the trend in positioning over a window: positive values mean open interest is expanding (new money entering — a position build that fuels the prevailing move), negative values mean it is contracting (positions being closed — deleveraging or short-covering). Read alongside price: rising OI with rising price is a strong new-long trend, while rising price with falling OI is a short-covering rally on borrowed time.

The output is a percentage and may be negative. A zero base open interest period ticks ago reports 0 rather than dividing by zero. The first value lands after period + 1 inputs. Each update is O(1).

Example

use wickra_core::{DerivativesTick, Indicator, OpenInterestMomentum};

let mut indicator = OpenInterestMomentum::new(5).unwrap();
let mut last = None;
for i in 0..20 {
    let oi = 1_000.0 + f64::from(i) * 100.0;
    let tick = DerivativesTick::new(0.0, 100.0, 100.0, 100.0, oi, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0).unwrap();
    last = indicator.update(tick);
}
assert!(last.unwrap() > 0.0); // expanding OI

Implementations

impl OpenInterestMomentum

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

Construct an OI Momentum over a period-tick lookback.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured lookback period.

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

Current value if available.

Trait Implementations

impl Clone for OpenInterestMomentum

fn clone(&self) -> OpenInterestMomentum

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OpenInterestMomentum

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

Formats the value using the given formatter.

impl Indicator for OpenInterestMomentum

type Input = DerivativesTick

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, tick: DerivativesTick) -> 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.