Struct TickBars 

pub struct TickBars { /* private fields */ }

Tick bar builder — emits one OHLCV bar for every ticks input candles.

Classic time bars (1-minute, 1-hour) sample the market on a clock; tick bars sample it on activity by grouping a fixed number of trades — here modelled as a fixed number of input candles. In fast markets a tick bar closes quickly; in quiet markets it takes longer, so each bar carries roughly equal information content. This is the simplest of the information-driven bar types; the VolumeBars and DollarBars builders extend the idea to equal traded volume and equal traded value respectively.

The open is the first candle’s open, the high and low are the extremes across the group, the close is the last candle’s close, and the volume is the group sum. Exactly one bar completes every ticks candles, so BarBuilder::update returns either an empty vector or a single TickBar.

Example

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

let c = |o, h, l, cl, v| Candle::new(o, h, l, cl, v, 0).unwrap();
let mut bars = TickBars::new(3).unwrap();
assert!(bars.update(c(10.0, 11.0, 9.0, 10.5, 100.0)).is_empty());
assert!(bars.update(c(10.5, 12.0, 10.0, 11.0, 150.0)).is_empty());
let out = bars.update(c(11.0, 11.5, 10.8, 11.2, 120.0));
assert_eq!(out.len(), 1);
assert_eq!(out[0].volume, 370.0);

Implementations

impl TickBars

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

Construct a tick-bar builder that groups ticks candles per bar.

Errors

Returns Error::PeriodZero if ticks == 0.

pub const fn ticks(&self) -> usize

Configured number of candles per bar.

pub const fn count(&self) -> usize

Number of candles accumulated into the in-progress bar.

Trait Implementations

impl BarBuilder for TickBars

type Bar = TickBar

Type of one completed bar.

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

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 TickBars

fn clone(&self) -> TickBars

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TickBars

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

Formats the value using the given formatter.