Struct CompositeProfile 

pub struct CompositeProfile { /* private fields */ }

Composite Profile — a multi-session volume profile reduced to its point of control and value area, built over a long composite window.

build a `bins`-bucket volume profile over the last `period` candles
POC = bin with the most volume
expand from the POC, always adding the heavier adjacent bin, until the
  accumulated volume reaches `value_area_pct` of the total
VAH / VAL = the highest / lowest price included

A composite profile merges many sessions into one structure to reveal the dominant value area and control price across a longer horizon — the levels that matter for swing positioning rather than a single day. The point of control is the fairest price (heaviest trade); the value area (classically 70% of volume) brackets where the market spent most of its time. Price inside the value area is “in balance”; acceptance outside it signals a value migration.

The first value lands after period candles; each update rebuilds the profile in O(period · bins).

Example

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

let mut indicator = CompositeProfile::new(100, 50, 0.70).unwrap();
let mut last = None;
for i in 0..150 {
    let base = 100.0 + (f64::from(i) * 0.1).sin() * 8.0;
    let c = Candle::new(base, base + 1.0, base - 1.0, base, 1_000.0, 0).unwrap();
    last = indicator.update(c);
}
assert!(last.is_some());

Implementations

impl CompositeProfile

pub fn new(period: usize, bins: usize, value_area_pct: f64) -> Result<Self>

Construct a Composite Profile.

Errors

Returns Error::PeriodZero if period or bins is zero, or Error::InvalidParameter if value_area_pct is not in (0, 1].

pub const fn params(&self) -> (usize, usize, f64)

Configured (period, bins, value_area_pct).

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

Current value if available.

Trait Implementations

impl Clone for CompositeProfile

fn clone(&self) -> CompositeProfile

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CompositeProfile

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

Formats the value using the given formatter.

impl Indicator for CompositeProfile

type Input = Candle

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = CompositeProfileOutput

Type of one output value.

fn update(&mut self, candle: Candle) -> Option<CompositeProfileOutput>

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.