pub struct DayOfWeekProfile { /* private fields */ }Expand description
Mean bar return bucketed by local weekday (Monday 0 .. Sunday 6).
Each bar’s simple return close / previous_close - 1 is accumulated into the
bucket of its local weekday (the wall-clock day of
Candle::timestamp shifted by utc_offset_minutes), and the
profile reports the running mean per weekday. The first bar produces no output.
§Example
use wickra_core::{Candle, Indicator, DayOfWeekProfile};
let day = 24 * 3_600_000;
let mut prof = DayOfWeekProfile::new(0);
// 1970-01-01 was a Thursday (weekday 3).
assert!(prof.update(Candle::new(100.0, 100.0, 100.0, 100.0, 1.0, 0).unwrap()).is_none());
let out = prof.update(Candle::new(101.0, 101.0, 101.0, 101.0, 1.0, day).unwrap()).unwrap();
assert_eq!(out.bins.len(), 7);Implementations§
Source§impl DayOfWeekProfile
impl DayOfWeekProfile
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 Day-of-Week Profile 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 width(&self) -> usize
pub const fn width(&self) -> usize
How many values every emitted profile carries – one bucket per weekday.
Fixed for the lifetime of the indicator, so a caller can size a buffer once instead of guessing.
Sourcepub fn value(&self) -> Option<&DayOfWeekProfileOutput>
pub fn value(&self) -> Option<&DayOfWeekProfileOutput>
Most recent profile if at least one return has been recorded.
Trait Implementations§
Source§impl Clone for DayOfWeekProfile
impl Clone for DayOfWeekProfile
Source§fn clone(&self) -> DayOfWeekProfile
fn clone(&self) -> DayOfWeekProfile
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 DayOfWeekProfile
impl Debug for DayOfWeekProfile
Source§impl Indicator for DayOfWeekProfile
impl Indicator for DayOfWeekProfile
Source§type Input = Candle
type Input = Candle
f64 for a price, or Candle / Tick).Source§type Output = DayOfWeekProfileOutput
type Output = DayOfWeekProfileOutput
Source§fn update(&mut self, candle: Candle) -> Option<DayOfWeekProfileOutput>
fn update(&mut self, candle: Candle) -> Option<DayOfWeekProfileOutput>
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 DayOfWeekProfile
impl RefUnwindSafe for DayOfWeekProfile
impl Send for DayOfWeekProfile
impl Sync for DayOfWeekProfile
impl Unpin for DayOfWeekProfile
impl UnsafeUnpin for DayOfWeekProfile
impl UnwindSafe for DayOfWeekProfile
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