pub struct TpoProfile { /* private fields */ }Expand description
Rolling TPO (Time Price Opportunity) Profile over the last period candles.
Where crate::VolumeProfile distributes each bar’s volume across the
bins it touches, the TPO profile counts time: every period that trades at a
price level contributes exactly one TPO mark there, regardless of how much
volume it carried. The result highlights the prices the market spent the most
time at — the market-profile bell curve. Each touched bin receives a full
+1 per period (no sharing), so a wide-range bar marks every level it spans.
A window whose bars are all single-print at one price (price_high == price_low)
is degenerate: every period’s mark lands in bin 0 and both edges collapse to
that price.
§Example
use wickra_core::{Candle, Indicator, TpoProfile};
let mut tpo = TpoProfile::new(5, 10).unwrap();
let mut last = None;
for i in 0..10 {
let base = 100.0 + f64::from(i);
let candle =
Candle::new(base, base + 2.0, base - 2.0, base, 10.0, i64::from(i)).unwrap();
last = tpo.update(candle);
}
let profile = last.unwrap();
assert_eq!(profile.counts.len(), 10);Implementations§
Source§impl TpoProfile
impl TpoProfile
Sourcepub fn new(period: usize, bin_count: usize) -> Result<Self>
pub fn new(period: usize, bin_count: usize) -> Result<Self>
Construct a TPO Profile indicator.
§Errors
Returns Error::PeriodZero if period or bin_count is zero.
Sourcepub const fn width(&self) -> usize
pub const fn width(&self) -> usize
How many values every emitted profile carries – the bin count fixed at construction.
Fixed for the lifetime of the indicator, so a caller can size a buffer once instead of guessing.
Sourcepub fn value(&self) -> Option<&TpoProfileOutput>
pub fn value(&self) -> Option<&TpoProfileOutput>
Most recent profile if available.
Trait Implementations§
Source§impl Clone for TpoProfile
impl Clone for TpoProfile
Source§fn clone(&self) -> TpoProfile
fn clone(&self) -> TpoProfile
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 TpoProfile
impl Debug for TpoProfile
Source§impl Indicator for TpoProfile
impl Indicator for TpoProfile
Source§type Input = Candle
type Input = Candle
f64 for a price, or Candle / Tick).Source§type Output = TpoProfileOutput
type Output = TpoProfileOutput
Source§fn update(&mut self, candle: Candle) -> Option<TpoProfileOutput>
fn update(&mut self, candle: Candle) -> Option<TpoProfileOutput>
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 TpoProfile
impl RefUnwindSafe for TpoProfile
impl Send for TpoProfile
impl Sync for TpoProfile
impl Unpin for TpoProfile
impl UnsafeUnpin for TpoProfile
impl UnwindSafe for TpoProfile
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