Struct SessionHighLow 

pub struct SessionHighLow { /* private fields */ }

Running high / low of the current session, keyed off the wall-clock day of Candle::timestamp.

Unlike crate::OpeningRange or crate::InitialBalance, which require the caller to invoke reset() at every session boundary, this indicator detects the boundary itself: whenever a candle falls on a different local calendar day (after shifting by utc_offset_minutes) the high / low are re-anchored to that candle. utc_offset_minutes lets callers align the day boundary to an exchange session — 0 for UTC, -300 for U.S. Eastern standard time.

Example

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

// One bar per hour; the day rolls over after 24 bars at UTC.
let mut shl = SessionHighLow::new(0);
let hour = 3_600_000;
shl.update(Candle::new(100.0, 105.0, 99.0, 101.0, 1.0, 0).unwrap());
let v = shl.update(Candle::new(101.0, 108.0, 100.0, 107.0, 1.0, hour).unwrap()).unwrap();
assert_eq!(v.high, 108.0);
assert_eq!(v.low, 99.0);
// A bar on the next day re-anchors to that bar alone.
let v = shl.update(Candle::new(50.0, 51.0, 49.0, 50.0, 1.0, 24 * hour).unwrap()).unwrap();
assert_eq!(v.high, 51.0);
assert_eq!(v.low, 49.0);

Implementations

impl SessionHighLow

pub const fn new(utc_offset_minutes: i32) -> Self

The offset is a constant and does not follow daylight saving: for a venue that observes it, one value is correct for part of the year and an hour out for the rest, which shifts every session boundary by an hour. Either pass the offset in force for the span being analysed and keep spans that cross a transition apart, or convert the timestamps to the venue’s wall clock upstream and pass 0. Construct a Session High/Low indicator with the given UTC offset (minutes).

pub const fn utc_offset_minutes(&self) -> i32

Configured UTC offset in minutes.

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

Most recent output if at least one bar has been seen.

Trait Implementations

impl Clone for SessionHighLow

fn clone(&self) -> SessionHighLow

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SessionHighLow

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

Formats the value using the given formatter.

impl Indicator for SessionHighLow

type Input = Candle

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

type Output = SessionHighLowOutput

Type of one output value.

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

Feed one new data point into the indicator and return the freshly computed output, or None if there is no value for this input.

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.