Struct UpDownVolumeRatio 

pub struct UpDownVolumeRatio { /* private fields */ }

Up/Down Volume Ratio — total advancing volume divided by total declining volume across a universe.

On each CrossSection tick the ratio is advancing volume / declining volume. A reading above one means more volume is trading in advancing issues than declining ones (accumulation); a reading below one means distribution. Sustained extremes are used to flag breadth thrusts and washout bottoms.

When a tick has no declining volume the denominator is floored to 1.0, so the ratio stays finite (it degrades to the advancing-volume total) instead of dividing by zero.

Input = CrossSection, Output = f64, warmup_period == 1.

Example

use wickra_core::{CrossSection, Indicator, Member, UpDownVolumeRatio};

let mut udv = UpDownVolumeRatio::new();
// advancing volume 150, declining volume 50 -> ratio 3.0.
let tick = CrossSection::new(
    vec![
        Member::new(1.0, 150.0, false, false),
        Member::new(-1.0, 50.0, false, false),
    ],
    0,
)
.unwrap();
assert_eq!(udv.update(tick), Some(3.0));

Implementations

impl UpDownVolumeRatio

pub const fn new() -> Self

Construct a new Up/Down Volume Ratio indicator.

Trait Implementations

impl Clone for UpDownVolumeRatio

fn clone(&self) -> UpDownVolumeRatio

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for UpDownVolumeRatio

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

Formats the value using the given formatter.

impl Default for UpDownVolumeRatio

fn default() -> UpDownVolumeRatio

Returns the “default value” for a type.

impl Indicator for UpDownVolumeRatio

type Input = CrossSection

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, 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.

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.