Struct Adl 

pub struct Adl { /* private fields */ }

Accumulation/Distribution Line — Marc Chaikin’s cumulative volume-flow indicator.

Each bar contributes a money-flow volume: the bar’s volume weighted by where the close fell within the bar’s range.

MFM_t = ((close − low) − (high − close)) / (high − low)   (the money-flow multiplier, −1..+1)
MFV_t = MFM_t · volume_t
ADL_t = ADL_{t−1} + MFV_t

A close near the high makes the multiplier near +1 (accumulation), near the low near −1 (distribution). The running total is unbounded and drifts with cumulative volume — what matters is its slope and its divergence from price. A bar with high == low contributes 0.

Example

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

let mut indicator = Adl::new();
let mut last = None;
for i in 0..80 {
    let base = 100.0 + f64::from(i);
    let candle =
        Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 10.0, i64::from(i)).unwrap();
    last = indicator.update(candle);
}
assert!(last.is_some());

Implementations

impl Adl

pub const fn new() -> Self

Construct a new Accumulation/Distribution Line starting at zero.

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

Current cumulative value if at least one candle has been ingested.

Trait Implementations

impl Clone for Adl

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Adl

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

Formats the value using the given formatter.

impl Default for Adl

fn default() -> Self

Returns the “default value” for a type.

impl Indicator for Adl

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.

fn batch_nan_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Run the indicator over inputs, writing one output per input into the caller-owned out buffer (NaN where update returns None). It exists for every indicator whose output converts to an f64; the batch pipelines use it for the scalar f64 -> f64 ones.

fn batch_fast_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<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.