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Candle

Struct Candle 

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#[non_exhaustive]
pub struct Candle { pub open: f64, pub high: f64, pub low: f64, pub close: f64, pub volume: f64, pub timestamp: i64, }
Expand description

A single OHLCV bar.

Timestamps are unitless i64 values so callers can use whatever epoch resolution they prefer (milliseconds, microseconds, seconds…). Wickra never inspects them numerically beyond passing them through.

§Construction and the limits of its guarantee

The struct is #[non_exhaustive], so code outside this crate cannot build one from a field literal and must go through new, which validates, or new_unchecked, which is an explicit opt-out for values already known to be sound.

The fields stay public because reading them is by far the common operation and an accessor on each would buy nothing. That does mean a validated value can still be written into an invalid state afterwards, and nothing detects it: the indicators that consume this type rely on the constructor’s guarantee rather than re-checking every bar. Treat a mutation the way you would treat new_unchecked — you are asserting the invariants still hold.

Fields (Non-exhaustive)§

This struct is marked as non-exhaustive
Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.
§open: f64

Bar open price.

§high: f64

Bar high price.

§low: f64

Bar low price.

§close: f64

Bar close price.

§volume: f64

Bar volume.

§timestamp: i64

Bar timestamp (caller-defined epoch / resolution).

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impl Candle

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pub fn new( open: f64, high: f64, low: f64, close: f64, volume: f64, timestamp: i64, ) -> Result<Self>

Construct a new candle, validating the OHLC relationships and finiteness.

§Errors

Returns Error::InvalidCandle if any of these invariants are violated:

  • high >= max(open, close, low)
  • low <= min(open, close, high)
  • all of open, high, low, close, volume are finite
  • volume >= 0
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pub const fn new_unchecked( open: f64, high: f64, low: f64, close: f64, volume: f64, timestamp: i64, ) -> Self

Construct a candle without validation. The caller asserts that all OHLC invariants hold and that no field is NaN or infinite.

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pub fn typical_price(&self) -> f64

The typical price (high + low + close) / 3. Used by CCI, MFI, VWAP, etc.

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pub fn median_price(&self) -> f64

The mid price (high + low) / 2.

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pub fn weighted_close(&self) -> f64

The weighted close (high + low + 2*close) / 4.

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pub fn avg_price(&self) -> f64

The average price (open + high + low + close) / 4.

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pub fn true_range(&self, prev_close: Option<f64>) -> f64

True range of this candle relative to a previous close: max(H-L, |H-prev|, |L-prev|). If no previous close is supplied, falls back to high - low.

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impl Clone for Candle

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fn clone(&self) -> Candle

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 Copy for Candle

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impl Debug for Candle

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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 PartialEq for Candle

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fn eq(&self, other: &Candle) -> bool

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=. Read more
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impl StructuralPartialEq for Candle

Auto Trait Implementations§

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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> 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

Mutably dereferences the given pointer. Read more
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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.