pub struct BollingerBandwidth { /* private fields */ }Expand description
Bollinger Bandwidth — the width of the Bollinger Bands relative to the middle band.
Bandwidth = (upper − lower) / middleBecause the bands are middle ± multiplier · stddev, the bandwidth is
2 · multiplier · stddev / middle — a normalised volatility reading. Its
value is the basis of two classic patterns: the squeeze (bandwidth at a
multi-month low, signalling a coiled, low-volatility market about to
expand) and the bulge (bandwidth at an extreme high).
§Example
use wickra_core::{Indicator, BollingerBandwidth};
let mut indicator = BollingerBandwidth::new(20, 2.0).unwrap();
let mut last = None;
for i in 0..80 {
last = indicator.update(100.0 + (f64::from(i) * 0.3).sin() * 6.0);
}
assert!(last.is_some());Implementations§
Source§impl BollingerBandwidth
impl BollingerBandwidth
Sourcepub fn new(period: usize, multiplier: f64) -> Result<Self>
pub fn new(period: usize, multiplier: f64) -> Result<Self>
Construct a new Bollinger Bandwidth indicator.
§Errors
Returns crate::Error::PeriodZero for period == 0 and
crate::Error::NonPositiveMultiplier for multiplier <= 0.
Sourcepub const fn multiplier(&self) -> f64
pub const fn multiplier(&self) -> f64
Configured multiplier.
Trait Implementations§
Source§impl Clone for BollingerBandwidth
impl Clone for BollingerBandwidth
Source§impl Debug for BollingerBandwidth
impl Debug for BollingerBandwidth
Source§impl Indicator for BollingerBandwidth
impl Indicator for BollingerBandwidth
Source§fn update(&mut self, input: f64) -> Option<f64>
fn update(&mut self, input: f64) -> 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. Read moreSource§fn reset(&mut self)
fn reset(&mut self)
Reset all internal state, leaving the indicator equivalent to a freshly
constructed instance with the same parameters.
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
Number of inputs required before the first non-
None output can be produced.Source§fn is_ready(&self) -> bool
fn is_ready(&self) -> bool
Whether the indicator has emitted at least one value since the last reset.
Source§fn name(&self) -> &'static str
fn name(&self) -> &'static str
Stable, human-readable indicator name. Used by chaining and diagnostics.
Source§fn batch_nan_into(&mut self, inputs: &[Self::Input], out: &mut [f64])
fn batch_nan_into(&mut self, inputs: &[Self::Input], out: &mut [f64])
Source§fn batch_fast_into(&mut self, inputs: &[Self::Input], out: &mut [f64])
fn batch_fast_into(&mut self, inputs: &[Self::Input], out: &mut [f64])
Opt-in fast batch: like
batch_nan_into, but
an indicator with a vectorised kernel may reassociate its arithmetic to
run it in SIMD lanes. Each value then agrees with the exact batch to within
the tolerance the indicator documents (a few units in the last place), not
bit for bit; warmup positions, NaN placement and the output length are
identical. The kernels are deterministic: the same input produces the same
bits on every platform, with or without SIMD hardware. Read moreAuto Trait Implementations§
impl Freeze for BollingerBandwidth
impl RefUnwindSafe for BollingerBandwidth
impl Send for BollingerBandwidth
impl Sync for BollingerBandwidth
impl Unpin for BollingerBandwidth
impl UnsafeUnpin for BollingerBandwidth
impl UnwindSafe for BollingerBandwidth
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>>
Run the indicator over a slice of inputs in order, returning one output (or
None during warmup) per input.Source§impl<T> BatchNanExt for T
impl<T> BatchNanExt for T
Source§fn batch_nan(&mut self, inputs: &[f64]) -> Vec<f64>
fn batch_nan(&mut self, inputs: &[f64]) -> Vec<f64>
One
f64 per input, warmup positions filled with NaN, bit-for-bit equal
to replaying update.Source§fn batch_fast(&mut self, inputs: &[f64]) -> Vec<f64>
fn batch_fast(&mut self, inputs: &[f64]) -> Vec<f64>
The opt-in fast batch (
Indicator::batch_fast_into) into a fresh
vector: within the indicator’s documented tolerance of
batch_nan, deterministic across platforms.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
Mutably borrows from an owned value. Read more
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> ⓘ
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 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> ⓘ
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