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§
Source§impl SessionRange
impl SessionRange
Sourcepub const fn new(utc_offset_minutes: i32) -> Self
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).
Sourcepub const fn utc_offset_minutes(&self) -> i32
pub const fn utc_offset_minutes(&self) -> i32
Configured UTC offset in minutes.
Sourcepub const fn value(&self) -> Option<SessionRangeOutput>
pub const fn value(&self) -> Option<SessionRangeOutput>
Most recent output if at least one bar has been seen.
Trait Implementations§
Source§impl Clone for SessionRange
impl Clone for SessionRange
Source§fn clone(&self) -> SessionRange
fn clone(&self) -> SessionRange
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read moreSource§impl Debug for SessionRange
impl Debug for SessionRange
Source§impl Indicator for SessionRange
impl Indicator for SessionRange
Source§type Input = Candle
type Input = Candle
f64 for a price, or Candle / Tick).Source§type Output = SessionRangeOutput
type Output = SessionRangeOutput
Source§fn update(&mut self, candle: Candle) -> Option<SessionRangeOutput>
fn update(&mut self, candle: Candle) -> Option<SessionRangeOutput>
None if there is no value for this input. Read moreSource§fn reset(&mut self)
fn reset(&mut self)
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
None output can be produced.Auto Trait Implementations§
impl Freeze for SessionRange
impl RefUnwindSafe for SessionRange
impl Send for SessionRange
impl Sync for SessionRange
impl Unpin for SessionRange
impl UnsafeUnpin for SessionRange
impl UnwindSafe for SessionRange
Blanket Implementations§
Source§impl<T> BatchExt for Twhere
T: Indicator,
impl<T> BatchExt for Twhere
T: Indicator,
Source§fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
None during warmup) per input.Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ
fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ
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 moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
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