Struct AverageDailyRange 

pub struct AverageDailyRange { /* private fields */ }

Average Daily Range over the last period completed sessions.

The indicator tracks the running high / low of the current session (the wall-clock day of Candle::timestamp shifted by utc_offset_minutes). When a new day begins, the just-finished session’s range (high - low) joins a rolling window of the last period completed days, and the reported value is their mean. The current, still-forming day is excluded until it closes. No value is produced until the first session completes.

Example

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

let hour = 3_600_000;
let mut adr = AverageDailyRange::new(2, 0).unwrap();
// Day 1 range 10 (high 110, low 100) — still forming, so None.
assert!(adr.update(Candle::new(105.0, 110.0, 100.0, 108.0, 1.0, 0).unwrap()).is_none());
// First bar of day 2 closes day 1: ADR = 10.
let v = adr.update(Candle::new(108.0, 112.0, 106.0, 109.0, 1.0, 24 * hour).unwrap()).unwrap();
assert!((v - 10.0).abs() < 1e-9);

Implementations

impl AverageDailyRange

pub fn new(period: usize, utc_offset_minutes: i32) -> Result<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 ADR indicator over period completed days.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn params(&self) -> (usize, i32)

Configured (period, utc_offset_minutes).

pub fn value(&self) -> Option<f64>

Most recent ADR if at least one session has completed.

Trait Implementations

impl Clone for AverageDailyRange

fn clone(&self) -> AverageDailyRange

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AverageDailyRange

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

Formats the value using the given formatter.

impl Indicator for AverageDailyRange

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.