Struct RangeBars 

pub struct RangeBars { /* private fields */ }

Range bar builder using a fixed price increment on close prices.

A range bar completes every time price travels a fixed range from the current anchor, in either direction. This is the key difference from RenkoBars: Renko imposes a 2 * box_size penalty to reverse direction, so it filters out small oscillations; range bars have no reversal penalty — a move of exactly range against the trend prints a bar immediately. Range bars therefore track every leg of price movement, while Renko smooths them.

Construction rules:

• The first candle seeds the anchor and prints no bar.
• Each subsequent candle prints one bar for every range of close movement away from the anchor; a candle that gaps several ranges prints them all in one BarBuilder::update call.
• Bars are aligned to the range grid relative to the seed price.

Example

use wickra_core::{BarBuilder, Candle, RangeBars};

let flat = |price: f64| Candle::new(price, price, price, price, 1.0, 0).unwrap();
let mut bars = RangeBars::new(1.0).unwrap();
assert!(bars.update(flat(10.0)).is_empty()); // seed
let up = bars.update(flat(12.0)); // +2 ranges
assert_eq!(up.len(), 2);
let down = bars.update(flat(11.0)); // -1 range, no penalty
assert_eq!(down.len(), 1);

Implementations

impl RangeBars

pub fn new(range: f64) -> Result<Self>

Construct a range-bar builder with the given price increment.

Errors

Returns Error::InvalidPeriod if range is not finite and positive.

pub const fn range(&self) -> f64

Configured price range.

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

Current anchor level (the close of the last completed bar, or the seed price before any bar has formed).

Trait Implementations

impl BarBuilder for RangeBars

type Bar = RangeBar

Type of one completed bar.

fn update(&mut self, candle: Candle) -> Vec<RangeBar>

Feed one candle and return every bar completed on it (possibly none).

fn reset(&mut self)

Reset all internal state to the freshly-constructed configuration.

fn name(&self) -> &'static str

Stable, human-readable builder name.

fn batch(&mut self, candles: &[Candle]) -> Vec<Self::Bar>

Replay update over a slice, concatenating all completed bars. The result length is data-dependent (not the input length).

impl Clone for RangeBars

fn clone(&self) -> RangeBars

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RangeBars

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

Formats the value using the given formatter.