Struct OvernightGap 

pub struct OvernightGap { /* private fields */ }

Close-to-open overnight gap as a simple return.

At every local day boundary the indicator computes open / previous_close - 1, where previous_close is the close of the last bar of the prior session and open is the open of the first bar of the new session. The value holds for the rest of the session until the next boundary. The boundary is the wall-clock day of Candle::timestamp shifted by utc_offset_minutes. The first session yields no gap (there is no prior close to compare against).

Example

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

let hour = 3_600_000;
let mut gap = OvernightGap::new(0);
// Day 1 closes at 100.
assert!(gap.update(Candle::new(99.0, 101.0, 98.0, 100.0, 1.0, 0).unwrap()).is_none());
// Day 2 opens at 105 -> gap = 105 / 100 - 1 = 0.05.
let g = gap.update(Candle::new(105.0, 106.0, 104.0, 105.5, 1.0, 24 * hour).unwrap()).unwrap();
assert!((g - 0.05).abs() < 1e-9);

Implementations

impl OvernightGap

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 an Overnight Gap 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<f64>

Most recent overnight gap if at least one day boundary has been crossed.

Trait Implementations

impl Clone for OvernightGap

fn clone(&self) -> OvernightGap

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OvernightGap

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

Formats the value using the given formatter.

impl Indicator for OvernightGap

type Input = Candle

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

type Output = f64

Type of one output value.

fn update(&mut self, candle: Candle) -> Option<f64>

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.