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SessionRange

Struct SessionRange 

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pub struct SessionRange { /* private fields */ }
Expand description

Per-session high-low range, keyed off the wall-clock hour of Candle::timestamp.

The local day (after shifting by utc_offset_minutes) is split into three eight-hour sessions: Asia 00:00..08:00, EU 08:00..16:00, US 16:00..24:00. Each session accumulates its own high / low; the reported range is high - low, or 0.0 before that session has seen a bar. All three re-anchor automatically at the day boundary.

§Example

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

let hour = 3_600_000;
let mut sr = SessionRange::new(0);
// 02:00 UTC — Asia session.
sr.update(Candle::new(100.0, 104.0, 98.0, 101.0, 1.0, 2 * hour).unwrap());
// 10:00 UTC — EU session.
let v = sr.update(Candle::new(101.0, 110.0, 100.0, 109.0, 1.0, 10 * hour).unwrap()).unwrap();
assert_eq!(v.asia, 6.0);
assert_eq!(v.eu, 10.0);
assert_eq!(v.us, 0.0);

Implementations§

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impl SessionRange

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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 Range indicator with the given UTC offset (minutes).

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pub const fn utc_offset_minutes(&self) -> i32

Configured UTC offset in minutes.

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

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

Trait Implementations§

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impl Clone for SessionRange

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fn clone(&self) -> SessionRange

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for SessionRange

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

Formats the value using the given formatter. Read more
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impl Indicator for SessionRange

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type Input = Candle

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

Type of one output value.
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fn update(&mut self, candle: Candle) -> Option<SessionRangeOutput>

Feed one new data point into the indicator and return the freshly computed output, or None if there is no value for this input. Read more
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fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.
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fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.
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fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.
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fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> BatchExt for T
where T: Indicator,

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fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
where Self::Input: Clone,

Run the indicator over a slice of inputs in order, returning one output (or None during warmup) per input.
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fn batch_parallel<F>( inputs_per_asset: &[Vec<Self::Input>], make: F, ) -> Vec<Vec<Option<Self::Output>>>
where Self: Sized + Send, Self::Input: Sync + Clone, Self::Output: Send, F: Fn() -> Self + Sync + Send,

Available on crate feature parallel only.
Run an independent copy of the indicator over each input series in parallel. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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impl<T> Pointable for T

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const ALIGN: usize

The alignment of pointer.
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type Init = T

The type for initializers.
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unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
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unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
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unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

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unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = !

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.